Do you have a bona fide oxygen sensor wrench? Autozone loans
them for a small deposit (which you then get back upon
return of the tool).

I think I unbolted the exhaust manifold heat shield on my
1991 Civic LX, to get to the oxygen sensor. The proper
oxygen sensor wrench, a 3/8-inch extension, and a breaker
bar freed it easily, as I recall. No space problems to speak
of.

Not a bad idea to try to soak the threads with the
miraculous 'rust-buster,' "PB Blaster." A few bucks a can at
Autozone or Wal-Mart. I assume you are going to discard the
old sensor. If not, rethink the PB Blaster.

On my 95 EX Civic, an oxygen sensor socket would not fit because of the
shape of the exhaust maniflod. I modified a 22mm box end wrench by
gorinding a little off of its underside. You have to cut off the connector
ot get the wrench on the the old sensor.  A tap on the wrench with the
hammer took it right off. Boy was it tight. Good luck.