If you wanted to clean the CeO2 ceramic of an oxygen sensor,
should you use an oil, an alcohol, an acid or a strong base like lye?

There may be a clue that a strong base like oven cleaner is safe to use from this quote from Wikipedia:

sample quote

One small but illustrative use is its use in the walls of self-cleaning ovens as a hydrocarbon oxidation catalyst during the high-temperature cleaning process. Another small scale but famous example is its role in oxidation of natural gas in gas mantles.[20]

end quote

If the walls of self-cleaning ovens are coated with CeO2
where the oven manufacturers should know that strongly basic oven cleaner will be sprayed onto those walls
then one might guess that oven cleaner would not do serious damage to it.