The lambdas 'above cat' are under the bonnet - you'll see them screwed into the exhaust manifold down pipes if you look between the engine and radiator. They'll have cables coming up to near the air on compressor on the left as you look at it and just below the engine cover on the right. Lambda 2 is nearest the battery if I remember correctly.
I would check the connectors first, they have a (quite stubborn) push lock but you should be able to just disconnect them and make sure the connectors are clean and undamaged. Bent pins will stop the preheater working properly. Use contact cleaner rather than WD40.
The 'below cat' lambda is in the main part of the exhaust, maybe after the cat itself.
The codes you have are 'stored' rather than 'fatal', so may be intermittent. You could try using ecu scan to clear the codes and see if it runs any better or if they return.
If it's not a dodgy connector they made need replacing - I did both precat ('above') lambdas a bit ago. Unplug the connector and unscrew the sensor; they'll have been in a while so might be a bit stubborn. 22mm open spanner or mole grips, WD40 or similar if they're stuck. Screw in the replacement by hand, nip up with the spanner. Getting the old ones out is likely to be the hardest part.
Same for the 'below' sensor except that it's under the car, so less accessible and more likely to be corroded in place.