Where do I mount the sensor?

FIRST we need to know WHAT you are mounting it ON?

Are you working on a 47 Studebaker?
A Farmall tractor?
Or a 2001 Dodge Cummins?

What engine? Year make model? It does matter. And as above^^ a photo of just what intake you have would help.

One way "Might" be to buy (or make) an aftermarket thermostat spacer, which provides another port or mounting boss

This type of thing here:

mor-63433_xl.jpg