Glad I could help a little
The sensor that you are referring to is "intake air temperature" or IAT for short. When I first installed the cone style air filter, I just zip-tied it to the wiring harness that runs right in front of the drivers' side strut tower. Later, I made a hole (shaped like the one in the original airbox) in the base of the SVT airbox that I use to mount my cone style filter.
[The K&N p/n for my filter is: A066A6][I bought this filter used, so I don't know if K&N makes this one anymore. If you can get a look at a K&N catalog at a parts store, the catalog lists all kinds of data on all of their filters. There is probably another filter close to this one if my particular p/n is obsolete (this is for anyone who may like to duplicate my set-up

.)]
If you buy an aftermarket adapter to mount a cone filter (like the KKM set-up; URL on the main site), quite often those adapters have a place to install the IAT. FWIW, when I had the IAT sensor zip-tied near the airfilter, I had no problems with the way the car ran (I made the hole, and installed the IAT into the airbox as an experiment, not much difference at all).
HTH
Mike