There isn't enough cabling to completely twist off the oxygen sensor. Follow the wire up the left side of the bike and you'll end up having to cut a cable tie to find the plug. It really is there, you'll just have to find it.
As for the exhaust pipe gasket; the gasket gets discolored during use and it's a bear to get out off the seat in the head. If you have a very narrow headed common screwdriver you can gently pull it down the exhaust port, in the cylinder head, and feel the edge of the gasket right before the screwdriver falls out of the port. Find that little gap and gently push the flat side of the screwdriver between the gasket and the aluminum cylinder head (dont' scar the exhaust port/cylinder head) and it should come right out. After removal of the remaining pipes, do the same thing for removal of those gaskets.
Are you going to replace the exhaust system with aftermarket or OEM?