One problem related to catalytic convertor has been reported for the 2001 GMC Jimmy. The most recently reported issues are listed below.
Really bad exhaust smell. Not eggs. Not your standard stink. Bad smell since 6 months after purchase in 2001. Keeps the following traffic way behind me. Had oxygen sensor checked many times. But I think its the cat. Converter. Everytime I take it in for service, I request a fix. Still not fixed. Service center can't dup problem, why? I smell it !! also flux gas gauge movement in park. Also no horn. Had fixed once in summer 2005, and 5 months later it doesn't work again. The fuse is fine. Could have used it the other day. :-(.