Well if you already pulled the wires out, the just use the correct size deep socket to get it. It should have just been a bolt with the wiring harness attached, since the wires are pulled and gone (i assume), it should just be socket worthy
The top part wich would be the connector and nut where the socket:would normally be used to install or remove, thats what broke. The screw part of the sensor is still insidethe engine block. The screw part of the sensor is hollow or so it looks
Delt with things like that in the past. if it is hollow, take a small bolt or screw and glue that mofo in there. Wait for it to dry and twist out. If there's enough for vice grips do that. If it's not hollow, use an extractor kit, but be super careful to go straight down the middle!!