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The 03 early 04 the sensor was bad for leaking thru the sensor, so bad for it Ford recomended to change the harness connector and pig tail automatically when changeing sensors.
The later 04 with the icp in pass. valve cover has a rubber gasket between the valve cover and oil rail, this sometimes gets damaged when replaceing sensor and leaks.
Unfortuneately some venders still have the old sensors on the shelf and will sell them.
You may have had the bad luck to get an old style sensor as a replacement. I know this cause my supplier from time to time slips an old style in on me.