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This is not an unusual thing to happen...
The thread size is 18mm x 1.50; you can buy a tap this size at most hardware or auto parts stores to restore teh threads in the pipe. IF the threads are too far gone to restore with a tap, you can buy a steel ring with this size threads inside (made just for this purpose) to weld onto the pipe over the damaged hole. The last time I needed one of these repair rings, I ordered it from our local NAPA parts store overnight.
The sensor is going to need to be replaced with a new one if the threads are damaged; there is not enough thread to be able to screw on a thread die to repair the threads on a sensor.
When assembling, a tiny dab of anti-sieze lubricant on the threads will make it easier to remove next time...
Hope this helps!