We like "cold shrink" at my current employer. Once you remove the string it holds on and is not coming off. Cold shrink the leads, not the sensor, to the cap.
My previous employer had a Lady whose sole job was to solder and shrink leaded thermistors all day for a long-term sensor. Solder to two pieces of stranded #22 mil spec wire. Heat shrink one leg, then heat shrink over the bead and legs was the most reliable after shock and oven testing. Test the thermistor after soldering and shrinking, do NOT assume, test for resistance range with meter, not a quick pass fail. That lady (grandma of 14 kids) loved her repetitive work and took pride in it. However, failure rates during assembly final test were rather high due to heating inside the thermistor during soldering.
Do not deceive yourself that a slide on connector on thermistor leads will maintain contact for any length of time.
Client had a metal band designed to have a pressed-in kink in it to hold it to the cylindrical target part. Band had a one-time belt- buckle of sorts to hold it to the part. We soldered the part under contract, installing was some one else's problem.
Unless you buy a long life Kapton tape, the adhesive will only do 5-6 years at best, if facing temperature cycling. Advise against unless something is clamping / epoxied / holding it. The Kapton needs mechanical constraint if used for any length of time. Kapton works miracles , but is not a long term winner using the provided glue on the tape.
Blob of a high end non-corroding electronics grade silicone is probably your best bet. (DowSil 7091 or a two part Dow)
Steve