The connectors are pretty difficult to get to, visually seemed fine (unopened) and as all other connectors have been OK as well, I ended up changing the wideband lambda sensor.
Most difficult part for me was to disconnect mentioned 2 connectors. I also had to extend lambda socket as it was too short. Should you have to do this, 13 cm socket length seems to be fine. Handles cable OK and does not need any extensions when turned.
Short how-to:
- remove battery and plastic battery cowl & ECU
- remove TMIC
- remove at least the top heat shield
- disconnect 2 wide band lambda connectors, accessible from where battery was removed. There's 1 cable but 2 connectors and they are different of course...
Squeeze smaller from left side (side attached to car) to get it disconnected.
Squeeze bigger from right side (side attached to lambda cable) to get it disconnected.
Both PITA.
- detach small plastic clip ca. 10 cm. from connectors (just pull it out). Clip is attached to lambda cable.
- from the other side of car, free lambda cable from 2 metal wire holders keeping it away from turbo. The other one you can't see.
- now use lambda socket to carefully remove sensor. I needed a breaker bar but use it just the minimum. Spray some WD40 / CRC as soon as you can get some below lambda sensor's own small heat shield. Carefully remove sensor, try not to destroy threads on down pipe. Take your time. Rotate cable as you rotate sensor.
- put some anti-seize on new sensor's threads
Install is opposite to removal. All work can be done from the top of car.
So far this seems to have solved my problem, AFR reading is OK. I hope it stays like that
Some pics

- Sensor, cable & connectors
- WP_20140211_001.jpg (184.7 KiB) Viewed 13327 times

- Connectors seem from behind of engine
- WP_20140129_001.jpg (250.29 KiB) Viewed 13327 times

- Disconnected
- WP_20140129_002.jpg (240.27 KiB) Viewed 13327 times

- Some squeeze help
- WP_20140208_003.jpg (252.42 KiB) Viewed 13327 times

- Extended lambda socket
- WP_20140208_008.jpg (236.46 KiB) Viewed 13327 times

- Cable routing behind the turbo (second wire support)
- WP_20140208_012.jpg (204.55 KiB) Viewed 13327 times