You'll find the exhaust is surrounding by metal chassis, so there isn't much clearance. And they're not pointing down to make it easy, if anything they're between the exhaust and the body!
I found that hacksawing a spanner in half got me the clearance to get it on to the lambda sensor, then a couple of whacks with a hammer on the spanner to crack the nut. Once it was loose I just unwound it by hand.
And of course it's all done under the car, so if you only have axle stands like I have then it can get a little 'cosy' under there!