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when should they be replaced?
You know my philosophy on this. When they fall off and you can no longer weld them back together 
Lambda sensors are supposed to be replaced every three to four years, normally last for at least ten unless you manage to contaminate them, and may last pretty much forever under ideal circumstances.
Given that the whole point of a catalyst is that it doesn't take part in a chemical reaction, but merely catalyses it (the name is a bit of a giveaway), in theory they should last indefinitely. What breaks is of course the ceramic matrix the rare-earth materials are supported by, and this is dependent on things like mechanical shock, thermal cycling, rich running (the thing gets incredibly hot to the point where the ceramic can actually melt!) and fuel contamination which can chemically kill it instantly. I believe the rated lifetime is normally about 5-6 years, but again normally they're good for about twice that.
Airbags are supposedly rated for I think 10 years. However, there was a recent (Top Gear?) program on TV where they tested a 15 year old Rover 600 airbag by driving it into a large solid obstruction at 30 MPH, and it functioned perfectly. Considering that they really DID drive it, by applying a stuntman to the controls, it's a good thing it did
I believe that many of the airbag manufacturers are saying the things are probably good for 20-25 years if they haven't been fiddled with. Eventually the cloth the bag is made of will weaken, I suppose, and the explosive charge will simply pop it in your face rather than hit you with it. The charge itself will last more or less forever.
Seatbelts are supposed to be good for the life of the vehicle. Whatever that turns out to be. The manufacturers would like it to be as short as they can get away with, of course 
The injector is probably past it's sell by date.
pca
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Experience is what you get just after it would have helped...