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The best way to start diagnosing this one would be to scan the computer for trouble codes. The VTM4, VSA, ABS lights usually come on when there is a a fault in the traction control system or a non emissions related fault somewhere.
It could really be any number of things; do you have access to a scan tool so you can check for trouble codes?
Do you mean the wheel speed sensor connectors?
You should see a square wave signal on a lab scope. That's really the only way to test those sensors correctly.
The lights could be on for hundreds of reasons. We rarely see them on for a bad wheel speed sensor. Normally it's a transmission output speed sensor if it a sensor issue.
I just wanted to check and see if you need additional help with this. If not please don't forget to rate.
If one of the speed sensors was physically damaged it would set the lights as you describe, but it might still be tough to tell unless the wiring was badly damaged. Each wheel hub has a small sensor with wires running from it. You could check those wires to make sure they aren't dangling or obviously damaged.
You could also check the brake fluid level. It's a long shot, but I suppose it could trigger the ABS light if it was low enough, which would then trigger the VSA light.