I dont have any clips on mine, its just the two nuts. check the gasket. I'll go out and look at mine, but it is a 3.0 so i dunno if it will be different
Edit: I just went and looked, its just the two nuts, but there is a heat sheild that slides over the studs as well. If you are missing that, that may be why it doent tighten down all the way. Is your O2 sensor itself loose in the brakcet that is held down by the two nuts?