Shunt: calculate dissipation resistor
I am glad you linked directly to the
EC4-250-NO Nitric Oxide Electrochemical Sensor datasheet.

That datasheet specified an applied potential of +300 mV
and mentions "Operating circuit ... see Electrochemical Toxic Sensor Application Note".
I'm assuming that's alluding to the
"ev2: Electrochemical Sensors Application Note 2: Design of Electronics for Electrochemical Gas Sensors".
(And not alluding to the similar-sounding 
"e2v: Electrochemical Sensors Application Note 2: Support Electronics for Toxic Electrochemical Sensors" which assumes zero bias voltage, and so won't work with this sensor, since this sensor requires a 300 mV bias voltage).
That app note specifically points out (in Table 1) that the EC4-250-NO
is designed to have the Vsense electrode +300 mV positive relative to the Vref electrode.

You are trying to build something functionally equivalent to
"Figure 4 –Biased Sensor Circuit with Single Power Rail"
from that datasheet, right?

The LM285 datasheet guarantees that, if some current Ir in a given range is forced through the LM285, the voltage is a high-precision approximation to 2.5 V.
According to page 3 of the the datasheet,
that range is Imin == 12 uA &lt;= Ir &lt;= 1 mA for 1 mV precision,
up to 20 mA for 20 mV precision.

You need to pick Rdis to set Ir in that given range.
So we have

Vcc == 5.0 V ---Rdis--+-- Ir through shunt diode ---GND
                      |
                      +-- 2.5 V reference voltage (set by shunt diode)
                      |
                      +-- 2k2 Ohm + 300R Ohm ------GND


ignoring the insignificant bias leakage in the op amps and insignificant leakage in the capacitors.

So we use Ohm's law to calculate 1 mA through the resistors to GND,
plus 12 uA &lt;= Ir &lt;= 1 mA through the shunt resistor,
to give the total current going through Rdis

Since we know Rdis has about 2.5 V across it, when the circuit is operating correctly,
Then we use Ohm's law to calculate Rdis.
I get

1.25 kOhm &lt;= Rdis &lt;= 2.47 kOhm.

p.s.:
Clear, easy-to-understand schematics are surprisingly difficult to draw,
and yet they make it much easier for people to help you.

In the future, you might consider:

When I use a voltage reference diode on my schematics,
I prefer to use a symbol that looks more like
Figure 2 in the LM285 2.5V reference diode datasheet
rather than a mysterious empty box.

Also, when I break up a schematic across multiple sheets,
rather than "2.5 V" on one and "Virtual_GND" on the other,
I prefer to give a net the same name on every sheet it is used.

p. p.s.:

Is there some reason you want to design and build from scratch your own circuit, rather than using
an off-the-shelf, ready-to-go PCB
already designed and built for that specific sensor?

Such as, for example,


Gas Sensor Evaluation Kit from e2v (and its user guide )
SensorBox, the EveryAware mobile platform
CN0234: Single Supply, Micropower Toxic Gas Detector Using an Electrochemical Sensor
Electrochemical Gas Sensor Transmitters