I'm replacing my front pads as warning as appeared. Ithe looks like the plug for the sensors are behind the inner wheel arch. Do I need to remove the whole inner arch?

 

No need to remove anything, the sensor plug is up in the arch but on the outside of the arch covering. Just follow the wiring and you can't miss it.
PS - there are only two sensors, one on the LHS front and one on the RHS rear.

 

Out of curiosity, is the 250 equipped with a single use type brake wear sensor where they expect you to replace the sensor once it is "activated" by wearing through the contact loop?

 

Yep.
When it wears through it breaks the circuit (which triggers the message/warning), so once it has activated it is useless and needs replacing.
But new ones are cheap and easy to replace.

 

I ran into that over a decade ago with a pre-owned Lexus, only the 50 cent part retailed for over $150 at the parts counter. The solution posted on a Lexus forum worked a treat. I put a film of solder over the broken contact and sealed it with epoxy.