Sounds like another problem going on there.
Ok I'll assume there are 3 lights on the front of your boiler and it's actually showing as flame failure orange rather than overheat red.
If you can hear clicking I'll also assume that you can hear the spark ignitor trying to light the pilot. The pilot most likely won't light for one of the following reasons and in this order:-
1 You have knocked the flame sensing lead or maybe ignition lead off the red [sometimes blue] ignition box. Possibly you may have damaged one of these wires when you changed the DHW sensor which was working ok!
2 Perhaps you haven't turned the gas on fully [which didn't need to be off to replace a sensor anyhow] or have knocked it off accidentally at the meter.
3 The pilot injector or sometimes the tube leading to it is blocked in which case you need an RGI to replace the pilot assembly. They're about £30
Cleaning the injector is difficult and not worth the chew and it's often worth spending a few quid on a new ignition electrode too.
4 Gas valve not opening. I'd be really surprised if you got this far. Try the other stuff again