The Air Temperature Sensor inserts through and is then fastened to the air box backing plate.
This is a Bosch part. The Performance Electronics part number is 50050002. The cost is $30.
The threads on the sensor are metric (M12 X 1.5) so a jam nut with that threading is needed to secure the sensor to the backing plate.
The sensor connects to the wiring via the readily available EV1 connector ($6.50 with pigtail).
Wiring diagram for the Air Temperature Sensor. The sensor signal routes through M28. That ubiquitous brown sensor ground wire is, once again, spliced out of the M26 wire.
Junk Yard Zetec 