I didn't find any other faults, so I restested with the new sensor. It was then I noticed that I had made a mistake the first time, the sensor had heated, but only engine running and not when I tried to calibrate it. Im my case the sensor heating is connected to fuel pump relay so it was too easy to make a mistake there...
Anyways, now that I connected the new sensor and the nernst voltage is ok, the wideband is working perfectly again!
Only thing that troubles me is that why the sensor went kaputt... Does too low nernst break it or was it the exhaust backfires/popping that my car has? On the other hand, much older 4.2 sensor on the other pipe is still working normally, so exhaust conditions are not impossible. This is a natural aspirated engine.
The 4.9 sensor that broke was specific to some car, I don't know which. It was quite large opening Bosch LSU4.9 lambda 0 258 017 115 with a short connection wire.
The one I replaced it is Bosch LSU4.9 Universal lambda 0 281 004 148 with much smaller holes and a longer wire. I hope the more protective cover will shield it from backfire?