Does the check engine light work properly, or doesn't work at all? That is vital to know. If it's not working correctly, you need to start there.
You also need to do a very thorough underhood inspection, to include checking for vacuum leaks with an unlit propane torch, unless you find an obvious vacuum leak that once corrected, solves your issue.
Spent way too much time and money on things that have nothing to do with your problem (anyone with some time working on vehicles like this could tell you the same thing) so need to start on a logical path, which starts with inspection of components.
Obviously the problem is related to open vs. closed loop, which means that something isn't right when it goes closed loop, which is being hidden when in open loop due to the normally increased fueling.
Edit: Apparently R, who doesn't even have a full name (actually I believe the first iteration of this user was Raul) does not know proper diagnosis nor how vehicles actually work. Instead he would rather ramble on about how to properly use the English language (except paragraphs apparently) not how to actually fix your vehicle. Since GM hasn't used a heat shield on their fuel lines in forever, and have no need for one in a return-type fuel system, "R" 's guess, and entire post, is indeed of zero value. On his behalf, I apologize for his wasting your time.
And good thing too...R's post was removed quickly, as it should have been.