^ The Autozones didn't have it, and the dealer wanted $260 for the part.

As for installing it, the heat shield wasn't the problem. It was the little black shield that looks like it was put there specifically to cover the sensor alone. It is bolted to the transmission so I didn't want to spend they day trying to take it off.

I had also bought an E8 socket, but it was too wide to reach the bolt because of the stupid shield. I ended up using a thin 8mm socket attached to one of those flexible extensions. It came out easily enough, though it was a very tight fit putting the new one in.

After a few days of driving and being on the highway, no problems so far.