I didn't end up removing mine, but I thought with the fuse box taken off that the connector/wires were easily removed. Take a pic if you can and post it here, that would help us know what you're referring to.

I agree with the above poster, I would disconnect it and test the display with a resistor to make sure that it was reading correctly. What were the symptoms that led you to decide the sensor was bad?

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Daily Driver: 02 E430 4MATIC
In the family: '03 E500 // '04 ML500 // 64 220SE