Arduino Mega reading from external sensor Issue
the RX1 or Arduino mega to the TX1 of the sensor (pin2) and

That will not work. These pins are for RS232, which uses the same communication protocol (UART) as the Arduino, but it uses different voltage levels. But fortunately your sensor has also RX and TX pins at TTL level (Transistor-Transistor-Logic). You want to connect these to the Arduino.
One thing to keep in mind: The sensor logic seems to work at 3.3V (voltage on the RX and TX lines). If you also want to send data to the sensor, you may need to step down the 5V of the Uno to the 3.3V of the sensor on its RX line (since 5V might damage the sensor). You can use a simple voltage divider with 2 resistors or a proper level shifter (which uses transistors) (voltage dividers limit the communication speed, though 115200baud should not be a problem).