I couldn't find any broken wires on mine either. I did however unplug and plug it back in idk if reseating it had any affect on it, but i drove it for about another day. Maybe 70 miles, then the next day the ses light was off...I've been reading about this, and apparently O2 sensors can be hindered by mud on the wiring. I haven't been able to find any broken wires so I'm going to try cleaning everything.
Tutorial for those whom have no idea (like myself) lol!
I am the last person who should post an automotive tutorial but O2 sensors are pretty easy to replace. The hard part is figuring out which one to buy.