I tested the sensor, and it seems that it works fine.
Sensor gets hot when connected to 12V, indicating the heater is working.
After a couple of minutes, signal was stable at 4 mV.
In YT video the candle was used to test the signal when oxygen was low.
I tested the other way around, I blow air to the sensor supplying it with more oxygen, and signal was getting lower to 1 mV as it should, and coming back on to 4 mV.
So, my opinion is that the sensor is ok, but will have to check when installed in car.
Only thing that I am confused is, why is the sensor ground wire grey?
There are 4 wires, two white and one black and one grey.
Two white wires are heater wires, and black and grey are signal.
I expected the black wire
car wrap advertising to be the ground wire.