These are for EMI filtering, and try act as a fuse if a ground fault occurs...
Usually 1800pF-4700pF at 100-250V, not too large capacitance for fast/high impedance signals like an O2 sensor.
Look at
Murata NFM feedthrough capacitors, EMI filter, and
TDK YFF series.
The SMT package size is large, which will narrow down your options.