Get a better allen wrench ( I prefer the allen attachment that fits on a
socket) and try those bolts again.  Also on the A/C unit, to the left, is the
adjusting bracket with two bolts that need to be loosened and then loosen the
adjusting bolt (head is facing up at you).  Take a mallet or hammer with
wooden block and give her a few taps.  Is the engine extra clean looking?
Sounds like somebody powerwashed the engine.  Corrodes the heck out of
aluminum stuff like the aluminum A/C compressor body.
On the oxygen sensor, I usually remove this with a pipe wrench but that is on
pre-'86 Vanagons where it is easier to get to.  Try tapping it with a hammer
and if you really can't get it off then remove the Cat and muffler and use the
pipe wrench.  Even with the pipe wrench and in spite of the fact that the
thing was installed with anti-seize compound, they are usually a bugger to get
off.
Have fun and no cursing allowed!  :)
Ken Wilford
John 3:16