Where is the thermostat on a 2000 villager

A burning smell is an important symptom of something VERY WRONG. Get it towed to a repair shop, and get them to trace the wiring harness.

The knock sensor is located under the intake manifold. Not an easy job to change without some experience.

Hello
The Engine and Automatic Transmission (not applicable to manual transmissions) in this vehicles drive train are fully electronically controlled by a computer called the PCM and TCM (Power Train Control Module, Transmission Control Module). When a problem like this or other drive-ability related problems occurs the computer stores a record of the problem (there are of course some exceptions to this, like the fuel pump, engine coolant temperature sensor and MAF sensor for instance) in the form of a fault code in its memory, to read these fault codes you must have the systems memory scanned with a special tool. Once the fault code(s) are read you then must perform the appropriate diagnostic testing to find and resolve the problem(s) DO NOT REPLACE ANY PARTS UNTIL A TRAINED TECHNICAIN HAS DIAGNOSED THE PROBLEM TO AVOID SPENDING YOUR HARD EARNED MONEY ON PARTS THAT MAY NOT CORRECT THE PROBLEM. Also always check fuel pressure for correct spec for your make and engine type.

Change your thermostat out! Your car may be overheating. Make sure that you are keeping the radiator fluid full.

The mechanic probably left the MAF unplugged, open the hood and check for this at the air box

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Check transmission fluid level and engine thermostat.

go here for vilager team help.

sounds like distributor going.

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does your villager have check engine light on? If you do I suggest to buy a "Actron Scanner" you can get that cheap online. If you have the OBD code you can research more detail.
My 98 villager usually stops running when it was very cold. After I changed sparks plugs and radiator flush it doing better. How is the temperature meeter? If it is very low always, change the thermostat.

Next step is thermostat