Well I just picked up the knock sensor for my 99 CSVT that was built after the 5/99 change in Knock Sensors. Looking at it explains a lot.
Interesting there are only pictures of the older style on the various parts web sites.
The old one had plastic threads at the end of which was the sensor that went into the engine block. The wires harness plugged directly into the other side of the knock sensor.
The post 5/99 sensor is a black rubber coated donut with a brass colored insert about a 6 inch length of wire runs off of it (also in a black rubber coating) at the end of which is the other side of the wire plug.
Through the black donut goes a bolt (which did not come with the sensor). It appears that the post 5/99 sensor merely sits on the engine block with the bolt thusly holding it to the engine block.
This maybe explains why I can't figure out where the knock sensor goes. As once its removed all one is left with is a threaded bolt hole (and there are a few of those on the back of the block - which I assume many are for alternative engine mounting points, or other accessory mounting points?).
I'm still not sure which threaded hole to attach it to. Can't find any pictures. Todras' CD is on its way that may help.
This all was somewhat discussed on the 3.0 conversion board.
It all may explain why some think they found an engine with out a knock sensor?