You missed a couple of steps:
Soak the screw and sensor body with penetrating fluid (like PB Blaster, Kroil, etc.)
Wait for as long as you can stand it, but at minimum, an hour.
Remove Allen screw
Spray with more penetrating fluid
Wait some more
When you finally feel lucky, carefully grip the sensor top and try to gently twist it
If/when it breaks free, remove it
Quotes to live by:
guessing gets expensive
nothing is more expensive than a cheap BMW
buying a ratty example (of a BMW) is a parasitic relationship.(and you ain't the mosquito)
Ken Kanne, Silverhill, AL, E36 Forum Mod/Craigslist addict/Hoarder of all sorts of stuff
1995 318is "Bebe"; 1993 325is "Elvira"; 1985 635CSi "Katja"; 1984 633CSi "Sylvia"; 1987 325is "Odette"