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To my knowledge, there are no speed sensors in the dash cluster, only the speedometer itself. The VSS (vehicle speed sensor) is usually found in the transaxle. It may be hard to see because it's usually on the backside of the engine. The fact that is is manual or automatic shouldn't change anything.
Now, I seriously doubt this has anything to do with your stalling problem but tackle one problem at a time. I would suggest cleaning the throttle body and the IAC (idle air control) for the stalling problem.
NOW, you talk about an O/2 sensor problem...................
The VSS is in the transmission.