What sensor is right next to the coolant temp sensor?

Hello, Ford uses two engine temperature sensors sometimes. One is a coolant temp sensor and the other is a Cylinder Head temperature sensor. Going by the wire colors is how we would identify which one is the coolant sensor. Along with checking the wiring and the reference voltage that goes to each sensor, you can look at the live engine data on your scan tool and see what the coolant temperature sensor is reading. When a 2 wire temperature sensor has an open circuit somewhere, most scan tools will default the reading to -40* f degrees. It could also be that there is an issue with the wiring causing high resistance or short to ground/power.
Ill pull up the wiring diagrams for you and we can go about walking you through the testing.

The 3rd diagram shows the connector for the Engine Coolant Temperature sensor and it's wire colors. Since you replaced the sensor, the first thing I would check is the new sensor itself real quick. Just to make sure its not an open circuit inside the sensor. We are getting more brand new parts that are bad now than ever before. So I would just make sure you get some kind of high resistance reading on the two pins of the sensor. It should not read OL.
Next you will need a multimeter to check for the correct reference voltage I mentioned. Its just a 5v DC reading with the sensor unplugged.
Check for 5volts with the red meter lead on the LightGreen/Red wire and the black meter lead on Battery negative. Make sure you have 5volts with the key On.
Start there, and let us know what you find. Here are a couple of guides to help.

https://www.2carpros.com/articles/how-to-use-a-voltmeter

https://www.2carpros.com/articles/how-a-coolant-temperature-sensor-works