Rough working engine

I'm having problems with my engine. It's weak, with low mpg. From exhaust pipe gas comes out with puffing. I tried to figure out what causes this and made such experiment. I disconnected first injector, then second and finally third form Bank 2. Suddenly theres no puffing. Connecting back any injector causes puffing to come back. I've done the same with Bank 1 running, disconnecting everything from Bank 2 and again – much smoother running. You can even hear the difference. Here are links with films I made, to download (from rapidshare) and the same as on line (wrzuta.pl/...)

Working Bank 1 with one injector working from Bank2:
http://rapidshare.com/files/153649379/czerwiec_092.avi.html
http://www.wrzuta.pl/film/wDgZQ3eC3P/czerwiec_092

only Bank 1 (disconnected all from Bank2)
http://rapidshare.com/files/153652199/czerwiec_093.avi.html
http://www.wrzuta.pl/film/n4Mlmn9ecC/czerwiec_093

Below are opposite, working Bank 2 with one injector working in Bank 1:
http://rapidshare.com/files/154633094/DSCN3419.avi.html
http://www.wrzuta.pl/film/lsCIcQZH7f/

And working only Bank2:
http://rapidshare.com/files/154634997/DSCN3418.avi.html
http://www.wrzuta.pl/film/jQKzjkK46s/

Looks like having one Bank working and connecting at least one injector from other Bank causes engine to have problems. Engine is weak and puffing since I bought it, so I don't know when and how this happened. I know it had gasket replaced.

Do you have a check engine light lit? (if so, having the code(s) read will help).
The 1997 year still uses the vaccum actuated IMRC, but I would check to make sure that both shafts are still connected to the actuators.....and working.
Less common a problem with the pre-1999 years, but worth checking.

Another thing to go over is the normal tune-up items....spark plugs, wires, coil pack, filters......etc.
A can of Berryman's B-12 Chemtool in the gas tank to clean up the fuel injectors would help.
I would cover this before thinking of something more exotic and complicated......would be a shame to replace expensive things and find out that it was a routine tune-up item.

Fuel flow and pressure are not monitored by the PCM on the windstar...so you will not get a code for that problem.....although a code could come up for a symptom of it......
Fuel filter would be the first thing to address...before replacing anything else.....and maybe a check of fuel pressure under varying conditions.
Fuel pumps have been known to get weak...and not able to maintain pressure under load.

The head gasket job should have included new lower intake manifold gaskets....which are a known issue.....
The instructions for the head gasket job say to replace these....as the lower intake manifold gaskets are not re-usable.
You do not mention needing to add coolant, which is the most common sign that there is an issue with lower inake manifold gaskets....., front cover gasket.....and much less common on post 1995 years....head gasket.

As for problems with 1 bank....it could be the PCM trying to compensate for an issue that it is seeing on 1 bank.
A dirty, or leaking fuel injector is one of many possible causes of this.

The upstream (before catalytic converter) oxygen sensors are not a high failure item....but could be a factor.
I recommend replacing them as a pair.....for the reason you are seeing.....keeping both banks ballanced with each other.....and having the same switching charactoristics with the upstream oxygen sensors is critical in that.
Yes, it is possible for an oxygen sensor to be off.....say slow in switching.....and still be within the range that the PCM will accept as OK.
The PCM does monitor switching speed...and a lot of other parameters of the oxygen sensors.
I would recommend using Motorcraft brand oxygen sensors.
However.....as I mentioned, they are not a high failure item on the windstar.....

To make it short:
No CEL, no codes, sparks, wires, filters (air, gas) etc. OK. Coil, MAF has been swapped for test from other Windstar. No oil in coolant and no coolant in oil. Coolant and oil doesn’t vapor, no white nor black smoke. Compression on all cylinders 9-10 – a bit low. One new Motorcraft O2 sensor, second seems to be OK. Same symptoms when sensor was still working, when dead (fuel system: closed loop fault) and after replacing with a new one.
What makes me wonder is why connecting any injector in a not working bank causes engine to behave this way. Doesn’t matter if its bank 1 or bank2. With all injectors working it’s the same – puffing. Have to make one more test: check if a paper is sucked in if I put I against the pipe. Someone told me that this could be a symptom of the gasket blown out.
Unfortunately, I’m using liquid petrol gas (LPG) and this fuel is quite tough to engine caused by higher temperature than gasoline. So usually there are problems with gaskets. I use gasoline to start engine and when engine warms up it switches to LPG. Engine behaves the same way on gasoline and LPG, so injectors and fuel pump isn’t the problem.