The green highlighted part number is the EGR Valve itself. My guess is that the sensor is the 14730 part above the green... It says "(2)" under it though, so that may be the O2 Sensors.
Do you have the FSM (Factory service manual)? If not I would download it at
http://www.infiniti-techinfo.com using the $20 one day viewing subscription. You can save it section by section as a .pdf file. Very useful in diagnosing and finding parts.
Keep in mind that a code does not necessarilary mean that the sensor is bad. It may mean that the EGR tube or port into the plenum is plugged. That's why it's important to test everything vs. just buying parts and bolting them on.
Welcome to NICO!
Heath