A lot will depend what ecu you are using.

For any rotational/pulsed signal and VR sensor then yes it should be twisted and screened

Others less important, but it would be good practise to twist wires to items.

Knock sensor will depend on your ecu

Amp can go anywhere, but the route from amps to coils will be high current/high interference potential wires, so wise to isolate them from any sensor wiring.

Coilpack can be mounted anywhere really, avoiding extreme heat etc