In brief
The signal has a different task than measuring oxygen with a lambda probe.
Useful to know
The NOx sensor provides information on nitrogen oxides in the exhaust. Bosch describes its use in the SCR for the evaluation of AdBlue urea solution dosing, as well as for on-board emission monitoring in appropriate petrol and diesel systems. [1]
It's not just another name for a lambda probe. The two names refer to different measurement tasks, though the components are involved in overall engine management and emissions.
In case of a NOx or SCR related message, write down the exact code and conditions. The mere mention of the sensor does not indicate whether the problem is in the measurement, the delivery of a reagent or any other process. Do not carry a scheme from another car: the location and number of components depend on the performance. The purpose of the explanation is to link the measurement to the function of the system, not to suggest a shutdown of control.
Sources
For further detail and to check the information: