I second the comment about using something, say a small screwdriver, to carefully put some pressure on the connector whilst then prying the cable up.
I had to wiggle the power cable to help remove the power supply.
Tip here, again, warm the sensor with a hair drier to aid removal. Try to push the sensor off the adhesive rather than lift or pull.
Tip here, warm the adhesive tape with a hair drier to aid removal.
Just completed this in under an hour, thanks in part to reading the whole guide once over before and reading all the comments about the various different steps, so thanks also to the commenters!
Amazingly, system booted first time and it sees the 2nd HDD (SSD actually), now to try setting up a Fusion drive :-)