Is there anything tricky about removing the Lambda / Oxygen sensor from the front pipe? Mine is solid, and before rounding off the flats, I wondered whether there may be a knack to freeing it. It's not left-handed thread is it? I've soaked it in WD40 and will try heat next...
They are standard RHS threads on mine. They were a litle tight at first but once freed were OK. Sorry, not much help really. I believe they are about £60 each to replace so I'd try my best not to damage them!
If you have it unplugged then sometimes you can get the plug through the ring end of the spanner, if you can do that you get 6 points of contact rather than 2. Then shock the spanner, hit it with a rubber mallet or deadblow hammer, even the ball of your hand may work.