Sorry, I didn't see that you replaced O2's... my appologies.
If the O2 harness is getting 12V with the O2 disconnected, then it's most definately something wrong with the sensor itself. Since it's pretty uncommon for all four to go at once and the diag is saying there is no voltage to the O2, then this to me sounds like the cause of your problem...however, unfortunately for us, I don't know why the diag would be reading 0V. But, for whatever reason, 0V's is coming up which the ECU is picking up and can't compensate.
Like you say, test the O2 sensors with the sensor connected and see what comes up. You may have to remove the O2 sensor from the exhaust piping.
One thing I'd be interested in finding out is if the car will run fine with factory cats...perhaps the O2 sensors are perfectly good...
For references and more info for everyone, here's more about O2 Sensors ('Lambda' or 'Oxygen' sensors)
http://www.picotech.com/auto/lambda_sensor.html