car keeps going into limp mode?

There are many things that can cause a car to go into limp mode, engine codes, transmission codes, electrical failures and more. You need to use a scan tool and see what codes are set and what the PCM shows as an issue, then go from there.
https://www.2carpros.com/articles/can-scan-controller-area-network-easy

I have a 2008 Mazda 6 It has a 2.3 engine. It keeps going into limp mode and it won’t come out of third gear. Could it be my shift sensor and if so where is it located?

See your other question.

I’ve already had my car scanned there is no codes coming up?

Who scanned it? Most of the free scans only look at the engine and limited transmission and they generally won't try anything else. If it is in limp mode there are codes as that is what triggers limp mode, whatever tool was used just cannot read them, or the PCM itself has a communication problem.
If you have access to a windows computer you can get a copy of FORScan https://forscan.org/home.html and buy the dongle they recommend https://www.obdlink.com/products/obdlink-ex/
That will scan everything in the car and has the same power as the OE scan tool if you use the extended license option.
What was said when they scanned it? Just "No Codes" or?? Things like a misfire code, O2 sensor code, and many engine and transmission related codes will cause it to run in reduced power. All of them set codes. You say it is common, does it stay in limp mode or how are you getting it out so it can go into it again?