Thanks guys.
I don't know if the oxygen sensor felt worried before it finally gave up, but I know that I felt worried and wondered how far I should go before giving up. But I did have faith in the power of the BIG HAMMER.
Never saw that special plumber's wrench but it might be something useful to add to ones tool box.
Reading the Haynes Contour book last evening, I noticed that it shows the 4-cylinder Contour 02 sensor as being located in the exhaust PIPE underneath the car and that you remove it from underneath. But on my 1995 model, the 02 sensor is located on top buried in the exhaust MANIFOLD in the narrow space behind the radiator.
Sometime after 1995 Ford must have moved it. I have a suspicion why. From the picture in the Haynes book it looks easier to get at down on the exhaust pipe and maybe with room enough to swing a pipe wrench if necessary. On top there was barely enough room to angle a long chisel down in there. I've worked on my own vehicles for 35 years and this little project turned into one of the bigger hassles I've encountered.