In the cars I've been over its either at a common point where all 4 runners meet in the manifold or before the cat converter under the car.
If there's a crack or leak, an effect exists which draws more air in giving lean appearance, as velocity increases more goes out the leak, but volume increases reducing the effect at higher RpMs.
I'd guess your sensor is before cat if you are noticing the change in rpm at idle/low rpm.
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