The first thing to do is use a multimeter on this sensor, connect the 9V to
the appropriate pins, a 1k pullup from the open collector to the +9, and
also measure the voltage with a multimeter and play with the flow to see
what's happening.
Once that's working try moving the pull-up to +5V and check it still
works (the info for the sensor didn't recommend that, note, it
should work but be paranoid).
Then connect everything to the Arduino having first tested a sketch can read a pin...
In other words to find a problem divide and conquer, don't keep bashing away
at the whole system, break it into parts and check each one independently.