Need to replace sensor on trv

[Bob H]

I want/need to replace the sensor or top part on a trv for an upstairs
radiator.
The existing TRV is a danfoss with a black part at the top, where the
new one is also a danfoss but all white.

I have looked at the instructions for changing these but I'm not sure
about the termonology given for the parts.

On the existing one there is a black nurled piece which protrudes just
below the white body. This black piece has a recess on the underside.

On the new one there is a grey section which is also nurled, but has no
recess in it.

The pdf file says:
Make sure union nut is turned loosely up towards the sensor body until
it is only slightly free of the lower part of the sensor body.

Where is this union nut exactly. Is it a metal nut on the actual pipe or
something else?

Thanks