Is there a sensor to let me know when the engine filter needs replaced?

There is no sensor that tells you if you need to replace the air filter, I recommend to follow your maintenance schedule and inspect and or replace components as they are required by the maintenance schedule, some items are due by time like brake fluid flush due every 2 years regardless of the mileage, some other items are due by mileage like transmission fluid and some are due by time or mileage which ever comes first.