Yes, if you can get it, try; "Marvel Super Lubricant" spray. From the old
Marvel Mystery Oil company. It is the best penetrating oil I have seen. I
have used it on frozen valves where regular penetrating oil (WD40 and
similar) repeatedly failed. Soak the threads in the foam and let stand
over night.
Often, the largest difficulty with oxygen sensors is that the wire
prohibits installing a full socket on them. My recommendation would be
to
cut the wire off the sensor and attempt removal with a deep 22mm socket.
If the sensor remains difficult to turn after breaking free, use plenty
of
penetrating oil and turn back and forth in small increments while
gradually
removing the sensor.