On the passenger end of the engine are several sensors. The big cylindrical upright just to the left of the battery is the oil pressure sending unit. The horizontally positioned cylindrical object is the EGR Solenoid. The Coolant Temperature Sensor is located above the water pump and below the thermostat housing neck. You will need to remove the EGR solenoid for easier access.
The CTS screws into a reducer which in turn screws into the lower intake manifold. It's positioned horizontally with the terminal end pointing toward the passenger side of the car. The CTS looks almost identical to the Gauge sending unit located in the left end of the head, near the ignition coil, except that the harness connection is oval shaped rather than round. Once the EGR solenoid is unbolted by it's single mounting bolt, it's readily visible. The harness connection is identical to the Thermac or Intake Air Temp sensor located in the air filter canister.
If the CTS defaults to the cold side, which it usually does, it will cause the ECM to pulse the injectors longer, thinking the engine is cold. The result can be a very eye-stinging exhaust. You can unplug it and see if it improves, but if you do, it will set a code. It seldom sets a code when it goes bad, which makes it more difficult to pinpoint.
I forgot about the headlight repair question. I get $30 each plus parts and shipping for Gen. 1 motors. Gear sets are $20 each for the plastic gears. I get them from The Fiero Store. You can provide them and I warrant my labor, or if I purchase them, I also cover gear failure for the first 90 days.