Look at photo #3 there. It looks like there's a "tit" on top of that plug. Slide a flat tip screwdriver in there and pry the tab that's over that "tit" up and pull. That looks like the only clip holding it together to me. I haven't had to fool with an O2 sensor in over 30 years. There was a recall on them for a while. I don't know if it would apply to you. Hyundai, Kia recall over 500K vehicles as fire risk spreads