2004 Mazda 3 Check Engine/Oil

I had a service done at Mazda in mid January 2013. In February 2013 my check engine light came on and remained on. I took it to a mechanic who scanned the ECU and advised this could be the o2 sensor at the front of the car, I had this changed and not even two weeks later the check engine light came back on. The mechanic scanned it again and thinks I need to change my CAT converter. Yesterday morning I noticed the car struggled to start and then again this morning but I thought it was because it is cold. This morning I was driving to work, not even a km up the road, a loud rattling sound came from the engine, then the oil light came on, I immediately pulled over, the sound got louder as I put the car in park. There was also a whistling sound and probably metal banging together. I am unsure what the problem may be. The car has not felt abnormal over he past few days. I recently has a service done 2/3 weeks ago.