I have had my sensor crack in half. Yes, some coolant leaks out, BUT after a
pint or so IT STOPS.  I drove about 4 or 5 hours (Around 250 miles) with a
cracked sensor coolant did leak out but it stopped.  If you look on the side
of tank there is a MIN level indicated.  If it goes below this then air can
might be able to get in, but as long as the coolant is above this level no
air can get in: Coolant is drawn in from the bottom and comes in from the
top, the system is designed to self bleed. Yes, some times bubbles can get
trapped...

SO do not panic if it breaks, continue and get it fixed as soon as possible.
WASH the coolant off ASAP to prevent damage to the paint.

I now have a couple of spares in my spare parts collection under my rear seat.

Robert