Picture shows two sensors, left one is a pre DPF pressure regulator and the pipe seen is the one that is used to put cleaning fluids in, unless you really know what you're doing only push cleaning fluid through with the engine running as if you put too much in when engine is off there is a risk of fluid going into the cylinders and causing a hydro-lock. If you really want to put loads of fluid in when engine is off and to let it soak, maybe put fluid in directly though the o2 sensor holes, you'll have to remove glow-plugs to expel any liquid out of cylinders.
Right one is post DPF and EGR sensor (as far as I can tell) This is the one that was faulty, I used a cheap knock off from amazon for 20 quid (03L906051B) which is slightly different as the one on the car originally (04L906051B) and that was used on the left hand side, then I replaced the one on the right with the original I had just taken off. No idea if the slight difference means anything, though I am going to fit an OE part tomorrow at a cost of around £100.