Hi Mike,
This is probably muddying the waters a bit as it seems likely that Pete has a heater fault. As I understand it, although you are correct in that the output signal cannot be measured easily, it is possible to test the pump circuit reaction to this signal. The current will flow in a different direction depending on whether O2 is being pumped in or out, and this is quite easy to see on a scope. My problem is that I cannot remember which wires to test (as mentioned, not helped by the colour changes at the terminal) but with a bit of "playing around" it is fairly obvious. I know this isn't testing the signal output but it does allow you to see a reaction when you force a rich or lean mixture.
Regards,
Bryan.