Help with P4021 Mazda CX3

Hello, I have a Mazda CX 3 2016, 2.0 AWD gasoline with 240k km.
Bought it two years ago with all kinds of errors related to cat, misfires and others. 
Recently I decided to fix it all and replaced the cat with a new original one, new Bosch spark plugs, and new O2 sensors (not OEM) Delphi branded, because the original ones were damaged during cat replacement.
Edit: < I changed the second catalytic converter only and not the first one that comes with the exhaust manifold. Could this really be the problem ? Feels like so much bad luck for both cats to be broken and so much money to repair...>
Long story short now I still have the check engine light ON with P4021 code. 
That s all and I don t understand why.
The car runs fine, it ran fine before changing the cat and all. Only thing is a high fuel consumption.
I would appreciate so much if you could help me fix this...I went to different mechanics and nobody knows what to do apparently...
I bought an OBDII scanner and I recorded some data while driving in the city.
To me MAF values seem to be too low and the second O2 sensor before the cat seems to act strange in my opinion.
A/F ratio sensor seems fine.
STFT seem ok and LTFT stays between 15-20%.
I don't know what's the conclusion from all this...
Here is a link with the recorded data driving in the city:
1drv.ms/f/s!AkqSE43bzTe5jVotW3hJeL0tuy0B

P.S: RPM at idle changes from 550 to 750 because the AC is on. If I turn it off it stays constant to 550 RPM so that s not a problem.

Unfortunately, I think you may have changed the wrong cat. If there is not an oxygen sensor behind the cat you changed, or threaded right into the middle of the catalyst body, then it is unmonitored and will never set a code for catalytic converter efficiency.
Only a converter with a sensor in front of and a sensor behind it will set a code.

I changed the one in the photo attached. (Part PES52055XA)
It has an O2 sensor in front of it and there is another O2 sensor (the A/F ratio sensor) further up,  right after the engine. No sensor after the cat. 
So it is not clear to me if I have or not another cat(called the warm-up cat) integrated into the exhaust manifold and if there is one, it s gone bad.