For oil pressure sensor, apparently you can use the union bolt from a gs300 (about $60 I got quoted) or you can tap the fitting. You leave the stock one there and tap the thing next to it from memory. (Do a search though, www.mkiv.com has a writeup I think). It is located on the passenger side on top of the sump from memory.
Trans cooler: What I did was used the stock metal lines and instead of going into the radiator I just connected the oil hose from there and took it to the trans cooler. You can run it through the radiator if you want as it will heat the oil quicker. For my car I didn't need this but for a street car I probably would. (depends on how high a converter you go also. 2800rpm is not "huge" so it should be fine going through the rad). You could fit your sender in the line if you want with a t-piece fitting if you can get one.
I got mine tapped into the pan itself on the front passenger side. From memory that is the hottest part as it goes from there through the lines to the cooler.
HTH
Bookmarks