Wow...I am on here for the same exact issue. P0135 & P0155 on an 04 WJ 4.0 stock, when temps just dropped below 40f. Seems that P0135 is well documented on here but sadly there is no follow-up on a lot of the posts to say if the problem was solved.
I'm on hour 3 of my research and so far I've read the following and put it in a logical order:
1) Wait for the weather to warm up and see if it goes away (easy for me since I am in Texas, and not NY)
2) Clear the codes manually by disconnecting the battery and see if they come back.
3) Check the fuses.
4) Check the wiring (I too am curious if anyone has a photo of the wire retaining bolt).
5) Use the FSM to get instructions on how to electrically test the sensor and check that the proper resistances are given from the 4-pin connector.
6) Have the dealer update the software per TSB 18-032-03 http://www.wjjeeps.com/tsb/tsb_wj_1803203.pdf
5) Replace the sensors...with Mopar parts