I think I've found it. It's on the top of the exhaust just in front of the front flange for the catalyst.
The front one has Blue shielding, the back one (cat) has Red shielding.

I'll go and reattach all the manifold heat shield then!

 

Sorted it chaps. It was the one with Blue shielding.
The difficult bit is getting the connector undone and the clips holding the wire to the brackets.

There is a knack to these I'll explain shortly. Now I'm off for a test drive.

 

So, to update my findings.
The battery was disconnected which cleared the dash 'engine' light and after a successful test drive hasn't returned.
So it looks like its fixed and I thank you for your help.

A few tips from my day.
First, you don't need a Lambda socket for the front sensor. A 22mm spanner is all that is required.

Unclipping the wire from its cable ties isn't fun.
For the one nearest the sensor remove the bracket, leaving it attached to the cable. Fetch it out with the sensor.
The one way up in the tunnel I used a long screwdriver and pinged the clip fron underneath and popped it out of the bracket. Leaving just the clip attached to the wire and bringing it out with the sensor.

So now you've got the sensor unscrewed and the clips off.
You need to be here before attempting to undo the connector or you wont have to enough slack in the cable to pull the connector off its bracket and split the connector apart.

Look at the new sensor wiring connector.
You will find a small flexible piece which can be pressed.
When you are under the car, Pressing this and sliding the whole connector upwards and away from you will push the connector off its bracket.
Now feel to the other end and the other side of the connector, there is another clip here you press to allow the connector to split apart.
Press this clip very hard. Until you hear it click, then pull the connector apart.

If you want to understand how this works before trying to do it blind on your connector, which is tucked up high in the tunnel, you can disconnect the sensor below it and experiment with this because you can get both hands to this connector and see it easier.

Pull the sensor out. Lay it next to your new sensor and fit new cable clips in the same place on your new sensor.
Now your ready to Refit. Time to get back under the car!


A final few words of advice.
Screw the sensor into the exhaust before connecting up the wires, or you will twist the wires when screwing the sensor in.
The cable feeds close over the top of the gearbox. Put it too high and you will feed it over some kind of tube and the cable will then be too tight to clip together again.

I hope these few words of my experience help anyone else attempting this.
It's not an easy job, but it's not technical, just bloody awkward.

 

I'm in Nottm and have an ODB reader, useful if you have any issues in future

well done on the fix, that's a pricey sensor

 

I use a generic £25 one and get the soldering iron and heat shrink out.

Good work though. The most difficult part of the job is getting the old one unplugged and un clipped.

 

+1 for this company, bought mine from them and arrived next day! I made a boo boo though and ordered 2 x front sensors so a quick email and they are sending out a rear free of charge.

Top company and I've fitted one of the fronts already and the wire quality etc is very good

at £66 each you cant go wrong!

 

When my O2 went bad (I have a 2008) I asked for a OEM replacement (£170).
Then I decided to order mine from here (crappy website but it does the job --> £53 delivered! From what I see now it has dropped to £43)

My CEL is gone now.
I did the search for you, here's your 2007:
http://www.rockauto.co.uk/catalog/x,...,parttype,5132



To the OP:
Have you tried putting the car up on the ramps and 'punching' gently the cat?

You could have a broken cat and the O2 might get faulty readings.

Need to determine the root cause but first of all steer away from this garage that just want to RIP YOU off buddy.