How do I remove sheared off co2 sensor

Jill:

You can try drilling it out and then using an easy-out. However, if it was that tight, chances are it still won't come out. If that is the case, drill as much of it out as you can without damaging the threads and then, when it is thin enough, carefully pry the remains of the sensor out. Not a fun job.

You most probably need a tap to repair the threads for the new O2 sensor.