My Mitsubishi Lancer 2002 stalling at a light?
 

I have a 2002 Lancer, OZ rally manual transmission, with a 2.0 engine. It needs an Oxigen Sensor, so I figure the most of he engine's poor performance was due to this sensor, which I already have and planned on changing it.

The problem is that last night, my lancer died on me at a red light. As soon as I put in the clutch, it just turned off. At first I thought it was my fault, since its a manual car and we all stall our cars every once in a while. But when I tried turning it on, it didn't. I put on the emergency blinkers and called my mechanic right away. I tried starting it again, just to see if I could pull off to the side. I put in the key, everything on the dash turned on, including the gas, temperature, rpm gauge. But as soon as I put in the clutch to try and turn it on, everything died, including the emergency blinkers. Some people helped me push it to the side. About 45 minutes later, waiting for my mechanic, I decided to try to turn on the car, and it did, I managed to get to my house, before it started dying on me. My mechanic checked it out and he said that it could be the gas filter, and he said that he was going to check the distributor cap just in case, during the daylight. The Check engine light was on, and I assumed it was because of the O2 sensor, but when everything shut off completely, the light turned off and has not returned.

My problem here is that as I was driving, before having the stalling problem, my stereo was shutting off every time I put on a turn signal, or the A/C turned on, and in a couple of times when I put in the brake. And by shutting off, I meant like if someone disconnected the battery, and all my presets were erased. Since my stereo is connected directly (meaning I have to turn it off manually even if the car is off), I assumed that it was the stereo that had gotten disconnected at some point, and every time something electric was turned on, it messed with it, since nothing else on the dash was going off. A bad gas filter won't cause problems with the stereo or the dash, or the emergency blinkers. My mechanic tested the alternator and the battery and there are no problems with it. The RPM when its starts having problems, gets really low.

In summary:
-The car already had a bad O2 sensor.
-The stereo started shutting off completely every time something electrical turned on.
-In one attempt to turn it on, everything electrical died completely, including the emergency blinkers.
-When everything died, so did the check engine light.
-The car will start again after awhile if it has cooled off for a bit.
-The car will start, but after a couple of minutes on, it will start shutting off.

My question here is, is there anything that could cause it to have problems with the electrical as well? Because it does make sense about the gas filter in the way the engine is behaving, but it doesn't convince me in the way that the whole electrical was behaving? I was thinking that maybe a sensor or maybe the computer... but I am not that car savvy

Thank you so much for helping and taking the time to read all of it :)