That 4 prong plug-in is for your fuel rail, if my eyes are not mistaken. You can't really tell where in the engine compartment that connector is located, but the o2 sensor, fuel rail, and ECU diagnostic port all use similar connectors like that one pictured.
By left side, do you mean drivers or passenger side? Are you thinking from a drivers or mechanics point of view?
The outside temp sensor, at least on e30 3 series is located in the left brake ducting.