It's tough because you have to work it blind. Maybe crawl underneath and practice on the sensor 2 (downstream) connector. Once you get it, come back and do it blind on sensor 1.

It's easier to remove the connector from its anchor first then disconnect them afterward.

I used an inspection mirror to studied it for a bit before attempted. It was a piece of cake after the 1st one.

 

I believe Celicool is right you have to remove the connector from the Anchor before you can split the connector. What make of 02 sensor did you get? When installing the new sensor be sure you do not use any Silicone based Lube. Be careful not to drop the new sensor. To be on the safe side remove the Negative terminal from the battery before performing any work.

 

I was able to finally take it out. What I did wrong was that I keep on pressing the tab for the bracket, it's supposed to be pulled outwards to release it. You have to keep the bracket so that you can easily pull it (it still takes a lot of wiggling to pull it out from the bracket) Once the plug is released from the bracket the connector is free and you can press the upper tab to release it and this time you need both hands to pull them out together. It's really tough since you're working by feel (blind) and a mirror.

NTK already is lubed with grease and the original was also NTK, I guess it served its life and usually it's the heater circuit that fails causing an engine light. Also keep the bracket in place (don't remove any brackets) since you need to pull the plug out, removing or loosening them will require both hands to pull them out.