Here is a heated GM o2 sensor...see the slits at the tip (well you can only see one in this pic)? Check to see that they are clear and the shell is intact....this one looks pretty good...
Yellow seems like an unusual color to find in EGR deposits...usually sooty black-brown. Have you been using some injector cleaner or something? That'll discolor plugs and EGR, etc...doesn't hurt anything, just looks weird...
