I don't have an SPI but I can offer this; any ECT (Engine Coolant Temp) sensor is almost certainly in or near the thermostat housing. If you can trace wires to a "plug" that ends up in the thermostat housing, you've found your ECT sensor.
The plain jane Zetec has a CHT (Cylinder Head Temp) sensor by the rear of the cylinder head. The SVT Zetec used a ECT sensor in the thermostat housing. I think the SPI uses a ECT in the thermostat housing too. Perhaps an SPI owner can confirm or refute...
Euro Foci - depending on the engine capacity - have an ECT between the two center cylinders, IIRC. Lots of temperature sensing locations with this car.
I don't know what they call the sensor, but if I remember correctly when I recently did a coolant flush, there is a sensor with a connector on/or near the t-stat housing. If it looks to be in the housing or water jacket, that's your sensor.