well if it's permeantly on, then the relay would be my suspect.
On later models, the screen and mirror wires and run to the relay on seperate terminals, so all points to the relay which is fitted behind the fuse box
you can get mechanical adaptors so you can fit the different sensors however these are expensive.
The best bet would be to join the two wires together going to the old sensor so the 4x4 works.
And leave the new sensor disconnected
and look after your tyres
not an easy job to to correctly.
you need to remove the bumper from the car.
Seperate the coloured part from the black backing (at least around the chrome area)
Then change the chrome