As we know from synesthesia, senses do not need to be attached to sense organs e.g. hearing color. https://www.healthline.com/health/synesthesia
Since senses can exist independently of physical organs, we might consider if senses can exist in non-physical contexts. Examples include clairaudience, clairvoyance, prophetic dreams, dowsing, telepathy, and perhaps bilocation.
Higher level senses include: sense of direction, sense of justice, sense of humor, sense of foreboding, etc
It seems that on each sub-plane it is possible to collect substance and form it into a sensory apparatus. This takes quite a lot of time and effort - usually during meditation.
https://en.wikipedia.org/wiki/Plane_(esotericism)