Our 2002 Ford escape is having shifting issues. When we put the escape in reverse it goes forward. It is stuck in second gear. But what sensor needs to be replaced?

Check the Transmission Range Sensor (TRS):

https://www.askmehelpdesk.com/cars-trucks/faq-how-troubleshoot-repair-maintain-hondas-selected-other-vehicles-46563-10.html#post1955415

Be sure to drop and clean the pan, change the transmission filter, and replace the fluid (Mercon V) every 30,000 miles. I recommend Mobil 1 Synthetic Multi-Vehicle ATF. ATXs are the weak link in FWD vehicles; therefore, baby them.