Chris said it right, you have four wires coming off the sensor and ultimately you want this to merge down to a single 3 lead wire to go to the governor.
I prefer to have my resistors inline a few inches back from the sensor unit as Chris mentioned. It's better to do it that way. It makes a cleaner install and move the bulky part away from the sensor mounting bracket.
It is best to get some scrap wire and run that from the sensor to the resistors and use a long section of regular 3 lead servo wire with the male plug already installed.
I staggered my GV-1 resistors enough to keep the overall diameter as small as possible, just lay it out and use small sections of heatshrink tubing then a larger piece overall.
I just made a sensor last weekend for a TJ Pro. It was quite simple to do especially with the new sensors that have the wires pre attached.
Predator Gasser SE/231 X 2