For the non turbo gasoline engine www.youtube.com/watch?v=IKx3wIrtYh4

Yes, Heat first, cool, repeat three times. You can even build a plasticine dam around it and then soak it with penetrant like Kroil, PB, or light oil/ acetone in a pond , after the heat cycling. Don’t use WD40, that is often recommended but isn’t a penetrant.

You can't get a lot more reliable than this: https://www.fcpeuro.com/products?utf8=✓ ... ds=8627599

I always thought these non turbos ran Denso sensors. Yours must be a 2003MY due to a late 2002 date build perhaps as late as September.