The two whites are for the HEATER, ie one is live one is earth(heater only)
The black is SIGNAL WIRE, the Grey is earth.
This shows it to be a ZIRCONIA SENSOR.
Ford also use another four wire which is BLACK, RED, YELLOW, WHITE, but these are 0-5 VOLTS, where as your one is 0.1-0.9 VOLTS.
hope this helps.
tabetha