Does your scanner have the ability to clear a code and you did that and the code came back? Or do you mean you haven't cleared the code and it won't go away after your fix? Just because you have that code, it doesn't necessarily mean that you should have replaced the A/F sensor, although that is often the fix. Did you use Denso sensor #234-9021 ?
If your new A/F sensor is presumably good and the correct part #, it has to be the wiring to the sensor regardless of how it looks. It can look perfectly fine, but have a short or open in it. As a very rare cause, it could be a faulty ECM. There is a certain protocol to diagnose the wiring and that is how you will know for sure. I did that on my Gen 9 Corolla for a similar O2 sensor code and the wiring looked fine, but I had to figure out which wire in particular was faulty and I had to bypass it with a new wire (a shielded wire in this case was faulty) that I had to run all the way up to the ECM. Left the bad wire in place in the harness where it will do no harm.