Clip (connector plug) came off, needed to manually connect the wires.
There were two black wires, one white, one blue.
Connected them directly to oxygen sensor but what happens if black one goes into swap with another black one?

Car showing fuel consumption 7.4-8.2l/100km. (Factory says 11-12.)
Engine light came on again. (Fuses/Relays?)

Yea well I kind of closed "Open to Athmosphere" part.

This is what I did..
Got the old sensor out there..

Had to break it since there was too less room to mess incase it won't come off first place, rust penetration spray helped a lot there. Just avoided welding requirement and went for good grip instead.

Some wires after connector clip came off due too less room to open it correctly. There is tool for that so it wouldn't happen, now I know

connector clip

needed wrench size 12 to open that

new connections after it was enough room to make them

This is how you got heat shield off

0.75mm was right for oxygen sensor wire

Nearly done there.. don't close the open to atmosphere part
I'll check tomorrow if re-opening what I thought needs to be waterproof, would get rid of engine light.

After opening air intake (small holes on O2 sensor side near where wires began) I got fuel consumption back up to 12l/100km.
Engine light still came on after 10 minutes of driving, I'll try to flip black wires after engine cools down.

Then I'll overcheck all connections if that doesn't help. Will do diagnostics tomorrow incase it doesn't still work either way.
Any help appreciated.

Closed air intake on Oxygen Sensor P1S1

Open air intake on Oxygen Sensor P1S1

Open air intake on Oxygen Sensor P1S1, after 10 min driving.

Fixed. Looked connections from P2S1, then connected P1S1 correctly. Thank You whoever was about to jump in to help

Someone will need this one too probably. Spares some wires from revealing which one is copper. P2S1 vehicle/engine side wire connections.