Innovate LC-2 or ProEFI built-in UEGO controller?

I have a dilemma. I have LC-2 (LSU 4.9) currently installed in my car and now i'm going from MAPECU3 piggyback to ProEFI stanalone.

Proefi has it's own UEGO controller, but for LSU 4.2

What is the best choice? use LC-2 and analog IN or Directrly wire 4.2 sensor to the ECU?

Given a choice I always prefer to use a built-in wideband controller, because the data is transferred digitally, and there is no potential for error due to a ground offset in an analog voltage signal. I would suggest you add a second bung for your 4.2 sensor, and you can compare them.

There is nothing like doing the test yourself to have confidence in the results.

Here https://www.youtube.com/watch?v=vsUp8SCQjGM Andrew show that lc-s faster then motec LTC? but is is not built in as i Understand

Well, you have choices.

While the MoTeC LTC isn't built in, it is integrated with the MoTeC ECUs and software, and it does provide it's Lambda information digitally over the CAN bus, similar to an ECU with a built-in wideband controller.