Hah, came across this post and I'm literally doing this sensor on my B7 RS4 as we speak. This thing was a pain to find, it's right where the diagram shows but every diagram or picture I've seen of this thing does not show the cup shaped aluminum shield covering it.
This is what the shield looks like off the car. The bolts are a pain to get to as well because the clearance doesn't really allow a socket and ratchet, I ended up using a 4mm allen to break it loose and it was perfect. I also had to bend the shield down a bit to get at the bolt for the sensor.
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