I have 3 codes on my 95 Maxima that I need to fix and one is the Engine coolant temperature sensor. Both me and the Auto zone guy could not find it on the engine. Is it underneath or under the valve cover?

 

Can't say for sure but usually, it's by your thermostat housing, if not check on the housing itself. It is the one to be reading the temperature of the coolant as it passes the thermostat. On the engine block, near where the top radiator hose meets the engine.