Get live readings on all your O₂. If they don't heat up they won't read properly you can figure out which one is the trouble. You should also have a code on a specific sensor.

I fought with heater errors on new sensors for a month. If there are no other errors and the heater measures about 2 Ω as mentioned there's a procedure that worked for me to recalibrate the DME to recognize the heater is working (DME measures the current going though the heaters. If it changes too much it will flag an error).

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2011 E70 • N55 (me)
2012 E70 • N63 (wife)