Try twising the speed sensor before and as you pull it out of there. Damned hard to get out, I know. Just have to be damned persistent. May be able to wedge a thick screwdriver beneath the clip and try prying it loose from opposite sides; possibly with someone on each side.
The speed sensor has both a mechanical gear, which drives the speedometer and an electronic component, which reports wheel speed data to the computer. Computer may use this information to determine shift points. No data, no shift.
If fixed and still no shift, the other possibilities that come to mind are damaged wiring (ugh) or bad transmission. (octuple-ugh) | 
