2018 GLE250 d, 35,000 km. Diagnosed downstream o2 sensor issue last year and replace at dealer$1800AUD, a month ago upstream Sensor was diagnosed with electrical malfunction and was told replace cost $2100 at the dealer. Is it reliable to take the work done at an independent repair shop ? What should I be checking/looking to make sure the independent does a proper job.

 

Your car most likely require SCN coding, that's why the bill is so high.
Modern Nox sensors come with electronic module, who make the hassle.
BUT, you can replace probe only of $56 and this way you will reuse old module and no need for any programming.
Mind if your module failed, you are at dealer's mercy as not too many indies do have subscription with Stuttgart.
https://www.ebay.com/itm/123445244314

 

SCN coding is not reason its so high. Its because they can use that to charge you what they want. The coding takes what 10 minutes tops, no reason what so ever it should cost that much. Its the dealers.

Have a independent that can do it give ya a quote or swap out the sensor, or do it your self if you can reattach a few wires.