Crickets sense vibration and air movement through hairs on their rear legs.
Their stomach.
With it's legs.
I had a cricket in my kitchen once and every time the microwave went "ping" the cricket's whole body would jerk, as if it was startled. It didn;t do it with any other sound, just the ping of the...
the songs they sing send waves that bounce back to them somewhat like a bat..... or they just have ears in their legs.