You are doing it wrong. I NEVER take the connector off until I get the entire thing out of there. Plug the connector back onto the sensor, now.
And forget about the heat shield, removing it does not make it any easier.

Here is my suggestion, Iv'e changed several since 2009 and this is how I do it:

Using the socket/bit, an extension and ratchet, start removing the screw ( I know you are working blind, but they had to put the tab with the bolt pointing down cause it was hard for you but easy for them).
As you operate the rachet, hold the CPS by the cable connector and pull gently, as the bolt comes out, GENTLY pull the rachet/CPS/bolt out together as one unit.
When you get it into your field of vision, CAREFULLY set the rachet/extension/socket aside, staring at the bolt, do not let it fall out.
Grab the bolt and set it aside.
Disconnect the cable connector from the CPS.

You can put it back in without the connector on the new CPS, but I NEVER disconnect that plug until I have the entire assembly out of the car - first, it's hard to get the cable to release hidden like that. Second, the cable and connector make it easier to pull it all out without dropping the screw.

Easy.