AFIK Jaguar didnt share their diagnostic info too readily. Even on ebay nobody jumps out and claims 'this will work on your XJR'. Maybe worth having it done at dealer if it doesnt cost a limb or two?
While the low coolant light might bug you, I doubt it has anything to do with it. Of course a duff temp sensor would though. I bet a workshop manual is as scarce as the proverbial rocking horse s... stuff too?
Have you seen this item about testing O2 sensor(s)?:
http://www.lambdapower.co.uk/diagnos...c_index.asp#q3
Hope you havent scrubbed the new tyres too much