I hate to say this, but it has happened. Some of the CPS sensors are bad from the get go. You wouldn't think it, but there it is. You had connections problems with it as well. It must be seated properly to work. Just a few thoughts. It sure is acting like a CPS sensor.
Or am I wrong and you just installed a second one?
I know this is reaching a bit, but do a couple of "throttle resets"... The throttle position sensor could be causing a hesitation which would make it idle rough at first start up...