Speedometer goes down to 0 on trips but not locally, car is able to keep speed though, no lights on, no apparent engine trouble, not running poorly...could this be a problem with a sensor? took it to autozone, the diagnostic showed nothing

Before doing something drastic ,have it checked out for DTC'S - diagnostic trouble codes . It may not be the anti-theft system ,gauges going flat would be more like a communication problem between modules . PCM / BCM / instrument cluster etc.. That also could cause theft light coming on . If your not sure what to look for ,take it to a ASE certified professional . You may render your vehicle useless if you don't know what your doing .
Serial Data Power Mode Master
On vehicles that have several control modules connected by serial data circuits, one module is the power mode master (PMM). On this vehicle, the PMM is the body control module (BCM). The PMM receives 3 discrete ignition switch signals to differentiate which power mode will be sent over the Serial Data circuits. The 3-wire Ignition Switch table below illustrates the state of these inputs in correspondence to the ignition switch position:
Serial Data Messages The modules that depend exclusively on serial data messages for power modes. stay in the state dictated by the last valid PMM message until they can check for the engine run flag status on the serial data circuits. If the PMM fails, the modules monitor the serial data circuit for the engine run flag serial data. If the engine run flag serial data is True, indicating that the engine is running, the modules fail-safe to RUN. In this state, the modules and their subsystems can support all operator requirements. If the engine run flag serial data is False, indicating that the engine is not running, the modules fail-safe to OFF-AWAKE. In this state, the modules are constantly checking for a change status message on the serial data circuits and can respond to both local inputs and serial data inputs from other modules on the vehicle.
Indicators and Warning Messages
Refer to Indicator/Warning Message Description and Operation .
Engine Coolant Temperature Gage
The instrument panel cluster (IPC) displays the engine coolant temperature as determined by the powertrain control module (PCM) or the engine control module (ECM). The IPC receives a serial data message from the PCM/ECM indicating the engine coolant temperature. The engine coolant temperature gage defaults to 38?°C (100?°F) if:
?€¢
The PCM/ECM detects a malfunction in the engine coolant temperature sensor circuit.

?€¢
The IPC detects a loss of serial data communications from the BCM.

Fuel Gage
The instrument panel cluster (IPC) displays the fuel level as determined by the powertrain control module (PCM) or the engine control module (ECM). The IPC receives a serial data message from the body control module (BCM) indicating the fuel level. The fuel gage defaults to E (empty) if:
?€¢
The PCM/ECM detects a malfunction in the fuel level sensor circuit.

?€¢
The IPC detects a loss of serial data communications from the BCM.

When the fuel level is less than 14 percent, the low fuel indicator illuminates.
Odometer
The instrument panel cluster (IPC) contains a season odometer and a trip odometer. Momentarily press the trip/reset switch in order to toggle between the season odometer and the trip odometer. Press the trip/reset switch for greater than 2 seconds, while the trip odometer is displayed, in order to reset the trip odometer. The odometer is calculated and stored electronically in the body control module (BCM). The BCM uses the vehicle speed information from the powertrain control module (PCM) to calculate the odometer. The odometer displays 'error' if an internal IPC memory failure is detected. The IPC stores a backup copy of the odometer value incase the IPC stops receiving a valid odometer value from the BCM.
Speedometer
The instrument panel cluster (IPC) displays the vehicle speed based on the information from the ECM/PCM. The IPC receives the vehicle speed information from the BCM via the serial data circuit. The speedometer defaults to 0 kmh (0 mph) when the following occurs:
?€¢
The powertrain control module (PCM) or the engine control module (ECM) detects a malfunction in the vehicle speed sensor circuit.

?€¢
The IPC detects a loss of serial data communication from the BCM.

Tachometer
The instrument panel cluster (IPC) displays the engine speed as determined by the powertrain control module (PCM) or the engine control module (ECM). The IPC receives a serial data message from the body control module (BCM) indicating the engine speed. The tachometer will default to 0 RPM if:
?€¢
The PCM/ECM detects a malfunction in the engine speed sensor circuit.

?€¢
The IPC detects a loss of serial data communication from the BCM.

The speed sensor might be bad. I used to own a 99 Mitsubishi Eclipse with the same symptons. The car will start, but will not pass the 1st or 2nd gear, the speedometer will be at 0. I replaced the speed sensor and all the problems went away.

If you have someone check the engine computer for trouble codes, you'll probably find a code for the speed sensor in the transmission.

Usually if both the odometer and speedometer stop working, the problem is the speed sensor on the transmission. You should also have a trouble code in the engine computer.
If one component works but the other does not, the problem is usually the speedometer head in the dash.

You need to get the engine trouble codes by performing the "keydance" or using a code reader, then start checking fuel pressure at pump and regulator. Best luck. Amclaussen.

ck. for a speed sensor code

First off you need to determine if it's the speedometer head or the (vss) vehicle speed sensor,
First check the speedometer by holding in the trip reset button and turn the ignition switch to run,continue to hold the trip button for 10 seconds,and the release,this will run a diagnostic on all the dash lights and gauges,The speedometer will jump up a 1/4 of the way then half,3/4 and then 100% of the needle movement,If all is good there then check the vehicle speed sensor which is located in the top of the axle housing,if you have a scan tool that displays engine data it will show vehicle speed,if you get 0 for speed while driving then replace the (vss) sensor by unplugging the wire harness,remove the 10mm nut in the metal cover and pull the sensor straight up and out,install in reverse order,I would apply a small amount of silicon around the sensor before install to insure there will be no leaks.
After1998 all dodge rams vss are in the rear axle housing.

HAVE THE VEHICLE SCANNED AT YOUR LOCAL REPAIR SHOP AND FIND OUT IF IT HAS A SPEED SENSOR CODE STORED...IF IT DOES SPEED SENSOR WILL CORRECT THIS ISSUE...ALSO CHECK WIRING AND CONNECTOR AT SENSOR FOR CORROSION OR DAMAGED TERMINALS

yes the transmission speed sensor has most likely failed, to confirm this have a trouble code test run

you can use the ford fault codes to check with out going to a dealer this may reset the poss ecu fault
easy check system without a laptop ?? as long as you have a digital trip
before you start your car press and hold the trip reset button turn the key to start your car and keep the button pressed within 10 seconds the clock will show 0000 when this appears each time you press the trip button it will self test differant systems full dash clock sweep all warning lights engine rpm alternator charge engine core temp fuel flow and will list fault codes which can be checked on this site atleast it will save you afew quid/euros dollers on ford checking it for you and you will know what if anything needs doing i hope this helps