The easiest, but normally most expensive, source for temperature senders is from a stockist of original parts for the engine. Saves quite a bit of driving/phoning around, mistakes
If your temp gauge seems to be indicating low (don't know whether to interpret your comment as meaning that) then that is a possible indication that sender is sick too and will later fail.
If you have 2 senders (as I understand it you do) then the alarm
one is a switch, not a variable resistor as the gauge one is. Apart from following the cabling, you can determine which is which by measuring their resistance (the switch alarm
one will be open circuit, ie infinite resistance, when cold assuming it has not failed to open circuit, as it seems yours has not) - that assuming the temperature gauge one is ok because if that fails it will likely fail to open circuit (if so the gauge one may be able to be identified as often has a longer probe into the water space than the alarm one)
Not familiar with your engine but many modern marine
engines have the DC isolated from the block, etc so the sender will have two terminals instead of one (single terminal ones the return is via the block). Get the correct one.
Your coolant pump is almost certainly a centrifugal pump just like an automobile's one, not a flexible impellor pump, so if it runs dry for a short time while priming, clearing air etc it will not be harmed. But very unlikely it would run dry in any event.
For the engine itself, many have removable threaded plugs in the high points of the coolant system to bleed air - just take them out and replace them as you fill up with new coolant and the level reaches the plug
For high points outside of the engine itself such as for calorifiers, etc which may airlock I'd just suggest you not worry about it unless you find that it is actually a problem.