Rob bought the wideband kit from me - it was one of those works in progress I was juggling along with 2 kids and a job that is demanding more and more hours and travel in the current economic climate! I had the bung fitted into the exhaust which is what you've seen Tom, but never got round to installing the kit itself.
I bought the kit from Lindsey Racing who use the Innovate kit as their wideband kit of choice. They recommended that it is fitted either just before or just after the 90 degree bend from the turbo exit downpipe as this is cool enough for the sensor but also warm enough so any moisture in the exhaust is not condensing and collecting on the probe tip, which is a potential issue if the probe is installed too rearward in the exhaust where H2O in the exhaust gas can condense (which is why you see water splattering out of exhausts sometimes). In this position, if my memory serves me right, you can only install the probe in the 9 o'clock position if you are looking at the car from the back. Therefore I was advised to angle the probe downwards such that any moisture that does get onto the tip can drain out (there is a very small hole at the end of the tip where moisture can get in). This is the usual position the Lindsey boys install the probe - however I guess they never see temps as low as +5 degrees let alone colder than freezing temps. Thererfore in these cold conditions I guess is entirely plausible that any moisture in the exhaust is condensing, collecting on the probe tip and freezing.