HI - Welcome to the site.
I don't know how to test the sensors - just look for a cracked knock sensor (KS) and the O2 should be repl. if over 100K. They're avl. from Amazon or local auto parts stores for WAY less than the dealer and should be OK quality.
The fuel press. regulator (FPR) is on the end of the fuel rail on the passenger side. It's #4 in this PIC
-The KS would throw a code if bad. They aren't too $$ for new or find a used one....make sure it's not cracked.
Miles? If you're over 105K miles you may be past due for a valve adjustment. I had the same issue on a '98 Legacy w/the EJ25D & it turned out to be a burnt valve on #4.
O2 should only matter in 'closed loop' mode after the car reaches operating temp. It's ignored when the car is in the 'fuel enrichment' phase of warming up, from what I've read about 'em. Does the CEL come back immediately after the car is started when cold after a reset?
I'd do some research on here about fuel injectors...if you've got one not working, it may cause this. They're not too hard to remove, and you could swap #1 and #3 to see if follows. If it were bad I'd think you'd get a CEL for it, but not sure. Its resistance may be OK but be leaking/plugged??
Did you use Subaru OEM (NGK) plugs/wires? Subarus don't like the autolites/Bosch/etc. too much.
Last idea for today is the coil pack...they don't go bad often but could be related.