O2 sensor is bolted right into the elbow behind the turbo
ecu is behind glove box .
it would help if you pull the codes the engine light is recording
heres how
i would check the two (vsv) valves on the intake side uder the intake one is for fuel one is for EGR
both are vacuum switches
you might have a diagram of these 2 switches on the underside of the hood
you might want to check out these service manual pages
EFI troubleshooting
diagnostic
if it's a california car there more O2 sensors