Hi Robbie,
The o2 sensor is found between ecu and back of airbox on my car. It is black and had 4 wires coming out of it. It has a plug-in tab and needs to be pulled upwards to free it from the mounting plate. The push in tab at the bottom of the connector can be swapped over to the the connector of new sensor. I would try and leave old o2 sensor in at the moment and use old cut wires to tie around new sensor so that your can pull it up into the engine bay. I have an old heat shield that is intact and but needs resilvered if you want that. I will try and post photos below of o2 sensor connector.