Sensor 2 is usually the one further down your exhaust system. Typically right in or after the cat. #1 is at the header.

Ok. Sounds like you damaged it during install or wired it incorrectly. Do you have a helms manual that you are working from? Did you follow the new 02 sensor wiring schematic and/or compare it to the factory wiring?

I believe the EGR recall was just a replacement. This is pretty easy. I would just get the replacment, and swap it out. This of course is just preventitive matience, not your issue.