I've been getting really horrible gas mileage on my 2003 Nissan Primera, and at inspection they said I seem to have an exhaust leak. So I took off the heat shield and sprayed some soapy water in various places and saw bubbles at the base of the O2 sensor. I'm assuming this means I've got an exhaust leak at that point.
So, I have a bottle of Permatex Aluminum Anti-Seize and on the back of the bottle it says it's good for O2 sensor threads, among other things. Can I just unscrew the O2, put some of this on the threads and reasonably expect it to solve the problem?