Trying to remove an o2 sensor that befor the cat off 200 caddy escalade

first the sensors on the exhaust manifold or before the cat converters are heated oxygen sensors ( not O2 sensors but HO2S sensors)
there are O2 sensors after each cat converter before any muffler

HO2S( heated sensor) are before the cat convertor either in the manifold or exhaust pipe to the cat converter
O2 sensors are in the exhaust after the cat converter/s
I am drawing the difference because they are not all O2 sensors as each has a different operation for the position in the exhaust
the missing one will be in the exhaust manifold or pipe at a convenient position for servicing before the cat converter

the sensor before the cat is NOT an O2 sensor but a HO2S sensor ( two different sensors with different operations). If this is a V6 engine there are 4 sensors -- 2 --HO2S sensors before the cats --one for each bank cat and 2 O2 sensors after the cats.
The fault code would have spelt out the correct sensor for replacing

O2 sensors are always after the cat converter and HO2S sensors are always before the cat converter.
p0135 refers to heated oxygen sensor(HO2S) 1 bank 1-heater control--circuit malfunction
If it is a straight 6 cylinder engine with 2 cat converters it will be the sensor before the cat converter that connects to the manifold from pistons 1.2.3
If it is a V6 it will be the sensor that is in front of the cat converter that connects to the rear bank pistons 1.2.3. Use the special socket when removing/replacing the sensors to prevent wiring damage

Bank 1 Sensor 2 signal is indicating a lean condition, replace the O2 sensor. Right side (passenger) after the Cat.

Bank one cylinder catalytic is not performing in removing harmful emmissions

there are a couple of things to consider here. That code indicates that the O2 sensor behind the cat is not functioning like the engine computer expects-either the cat itself is not functioning properly or you may have an exhaust leak, or the heater circuit in the O2 sensor is faulty. The cat should get up to 600 degrees and it burns unburned fuel before ti gets to the 2ed O2 sensor-if it cannot do this, the CEL comes on and you have a P0420. Before replacing the cat, clear the code and see if it comes back-if it does, you might try first replacing the O2 sensor. If that doesn't work, get a 'oil fouler' spark plug adapter and install the O2 sensor in it, then install both into the exhaust-this 'shields' the tip of the O2 sensor and slows it down, fooling the engine computer into seeing it switching slowly, as it is supposed to do. Your only other choice is to replace the cat, and an aftermarket cat is much less than an OEM unit.

By the way, if you have burnt valves, a P0420 is the least of your worries.

The "Before" CAT O2 sensor is easy, just remove the exhaust heat shield and you should have enough space to get to it. The "After" CAT O2 Sensor is a bit harder; I found the easiest way to do that is to remove the right wheel and it will expose an opening that you can reach through to break it loose.

The code will tell you which O2 sensor it is.
The code will point to either bank 1 sensor 1; bank 1 sensor 2; bank 2 sensor 1; bank 2 sensor 2.

From what I remember with a focus, it should only have 2 sensors, sensor 1 will be located before the cat, and sensor 2 will be located after the cat.

The O2 sensor is before the cat, the cat performance monitor (which looks like an O2 sensor) is after the cat.