The O2 sensor cable has a clip attached to it which is attached to a sheet metal part in back of your motor. In the following link, you can see that clip on the O2 sensor cable of the one I bought for my '02.
https://www.amazon.com/Bosch-13650-Orig ... B000BZG74C The clip is pressed into a small hole in that sheet metal part. You should be able to reach your hand into position to feel it but it is almost impossible to remove it intact. No worries though. Since you are replacing the O2 sensor, just yank on the cable and break the clip. A good quality aftermarket O2 sensor, like the Bosch brand I purchased, will have a clip attached to the cable when you buy it. You should be able to reach your hand into position to press the new clip into the hole the old one was removed from.
One tip for removing the old sensor and installing the new one: Tie a long string to the the old sensor connector before pulling the sensor cable down and out from underneath the car. Then cut the string off that connector and tie it to the connector of the new sensor. You can now pull the new sensor cable up from inside the engine bay with the other end of the string. This is much easier than trying to fish it up by hand in a very tight space where the cable goes.
As for the transmission, I suggest draining about 5qts of old ATF from the transmission and then refill it with a gallon of Castrol Transmax High Mileage ATF
https://www.amazon.com/Castrol-03518-Tr ... B00T96Q9A6 and a 24oz bottle of Lucas Transmission Fix
https://lucasoil.com/products/problem-s ... ission-fix While draining the old ATF, If you see that is is extremely dark, then drain as much as possible until the old ATF stops flowing out. You will need 6 or 7 quarts of new ATF and the Lucas Transmission Fix to fill it back up. Be sure to check the ATF level while the engine is running and after you have cycled the shift lever through all of the gears 1, 2, R, D, holding the shift lever at each position for about 10 seconds before putting it back in Park to then check the fluid level.
If you have left over ATF, now would be a good time to refresh your old power steering fluid as well It uses ATF as the power steering fluid so this is a good way to use up <1qt of leftover ATF and it will help prolong the life of the pump and seals in the power steering system. A turkey baster or manual pump can be used to remove old ATF out of the power steering reservoir.