l changed the catalytic converter twice and also got a new transmission. What could be the problem?

The problem is either u do not have a mechanic, ur mechanic does not know WTF they're doing, or u have a real lemon for a ride.
The ses light should stay off until a new problem sets a code in the ECU once the system is scanned for codes & the correct repairs r done to address the 1st problem.
If u replaced the converter twice, either u have more than one converter or if u replaced the same converter twice it should have been covered the second time by warranty.
You need to read the data list & see what the voltage readings r on all the O2 sensors before condemning the converter. A bad down stream or S2 O2 sensor which monitors the converter to make sure it is working will sometimes set a code that can be mistaken for a bad converter when it is really a bad O2 sensor. That is the reason the voltage readings need to be checked, if they r in spec. & changing at the correct speed then u can condemn the converter.

l agree with the last answer. Always start with the easiest fix. Which is usually the o 2 sensor.

The problem is that your diagnostic skills are faulty and you prefer tossing parts at issues.

Let a good shop handle this.