Check Engine and AT light

I’ve been having a problem recently with my
MAZDA3. Suddenly my check engine and AT light
both turned on while driving and would jerk for about
one second then be fine to drive. These lights would
both stay on but no problems while driving. I figured I
probably needed an oil change anyways and there
they could check my Transmission Fluid. Got my oil
change, TF was perfectly fine and lights were still on.
I took it to a shop where they scanned and inspected
my car and told me I was due for a new battery and
that the connection was getting lost with my car. I
then took it to a battery shop where they scanned my
battery and told me there was no need to replace.
They cleaned it up and moved a cord that was
connected wrong and placed it where it was
supposed to. Everything was fine then both of my
lights turned back on. I went to get it scanned and
checked out again and now they’re saying it has
something to do with my o2 sensors which is cheap
and once again I’m not complaining. I will be getting
my sensors replaced but I’m worried that once I do
my lights will still come on and I’ve been told my
transmission and battery is fine. Any advice?