One easy test you can perform is to remove the suspect sensor, starting with it cold, and start the engine with the sensor out. It should get hot, sometimes it's hard to feel with your hand as the heater element is way inside there, but if you have an IR gun style thermometer, you'll see it heat up. You may also be able to smell it. I used this diagnosis for a P0155 on another vehicle to confirm before I replaced. I had the new sensor with me, so after I confirmed no heat on the suspect sensor, I hooked up the brand new one to verify that it got hot before I installed it. It's just a simple heater circuit, so checking for heat is a very easy way to play with it. Again you may not feel the heat with your hand, but you can smell it and see it with an IR gun. If you wanted to rule out a harness issue upstream from the plug, you could buy the new one before removing the suspect one, plug it in under the hood, and see if it heats up. If it heats up, odds are good you've got a bad sensor or wiring issue. If it doesn't heat up, you are chasing a harness / other problem.
The one thing I don't know is how long the ECU commands the heater circuit to stay on with a cold start, but when I did this test, I spent a few minutes testing and it worked great. The role of this circuit is to pre-heat the sensor element, as they only do their job when hot. If the ECU detects any issues with the pre-heat operation, you get PO155. Otherwise they can't report data until sufficiently warmed by the exhaust gas, which means more time spent in open loop which = more emissions.