IINM, same as mine, it goes through the frame and cannot be replaced easily. It's not like you're going to die driving it without one but if you have to make a sharp turn or possibly an emergency avoidance manoeuvre, you will learn what body roll is and may induce a rollover. And if you have to pass a safety check, it would likely fail.
It may be possible to replace it by cutting the frame, replace it and rewelding it. It would also be the way the used parts yard will have to get it out of the donor, which I suspect is the only place you'll be able to find one. At least you have a 4.2, which will be easier to find than the 5.3. It wouldn't be a bad idea to get new bushings.
When I was scrapping my 06 9-7x, I wanted to keep the bar because it had the 5.3 and a bigger bar, which I could have used on my TB. When I saw it was captured inside the frame, I dropped the idea.
The 02-05 were very easy to replace. Undo the end links, undo the four bolts that hold the bar in place and it drops out as it was under the frame. No idea why GM went to this design later..
Edit: It may be possible to use an 02-05 bar with its retainers and bushings if the bolt holes are there in the underside of the frame. Then you'd just need to pull the old bar out of the frame.