Hi Pete
A couple of thoughts here, is the sensor the correct one for the car? we are very suspicious of aftermarket sensors nowadays, if it is Bosch or NTK & correct fittment should be ok though.

When testing these you can follow the Pico video which will give you an accurate footprint of fuel control (remember reverse/upside down though!!) or you may also be able to read the serial data through your scanner?? if it supports this? possibly via EODB
Autodiagnos does this on some applications & shows the sensor current change (very small MA just above & below zero MA as the system switches in closed loop).
If the sensor is locked + or - you could use a gas bench to confirm findings, this should also co-relate to serial data for fuel trim.

Regards Philip