Hi Max,
It's a bit late now sorry mate but I've only just seen this thread.
I had a speed sensor break on me but not to the degree your has. Mine just broke where the bolt goes through to hold it in place so it wouldn't stay put.
Just to confirm, all the issues you're getting with no VTEC and no reverse lock out is all normal with no speed sensor attached.
Regarding the pin and cog, I'd be more concerned by the cog than a little pin tbh. There are two magnets in the box, one on the drain plug and a larger square one that fits inside too. The chances are, a little clip will get magnetised by one of these. The cog however being bigger and able to roll around a bit more may be more likely to still move about. Hopefully one of the magnets will be strong enough to hold it in place. It can't hurt to drain the gearbox oil and if you're really lucky it will all be stuck to that magnet being the lowest point. If it's not there though there may be no way to tell where it is without some kind of camera device or splitting the box.
I think the suggestion to ask Tom is probably your best bet mate. He'll soon say if you need to get it out of there. The fact nothing has happened during your driving is probably a good sign but there will always be that little worry niggling away in the back of your mind. Fingers crossed it'll be stuck to one of those magnets or it will roll about til it finds one.