HEGO = Heated Exhaust Gas Oxygen (sensor). The computer uses the sensor as part of a closed loop feedback circuit to continually adjust the mixture by varying the pulse width of the injectors. The perfect air/fuel ratio of 14.7 to 1 is represented by a feedback voltage of .445 volts. In actuality the target is constantly moving, and if you wtch the voltages from an Oxygen sensor, it will vary from .1V or so up to about .8V "crossing over" the ideal .445v about 6 - 10 times a minute. When it never crosses over, or crosses over hardly at all, it will throw a code. In your case not at all meant code 41.
The "heated" is something added to O2 sensors early on in their existence because it takes them a while to become operational. The heater in the O2 sensor speeds up that process. Until they are operational, the car is basically feeding fuel based on tabular values in a lookup chart in the computer. Once the O2 sensors come alive, it switches over to closed loop operation, which is much better for emissions and fuel economy.
Hope that helps.
And no, I'm no closer to a definitive diagnosis on my Sable.. I have replaced the fuel filter, and will replace the relay, and carry the fuel pressure tester with me, so if it happens again I can isolate the problem as either fuel or electrical.