Oxygen sensors are in the exhaust pipes usually1 before and 1 after the catalytic converter
The question you ask is too involved for a proper answer. You need to go to a car parts store, and get a repair manual for your car. They cost about $16.00 Or, go to a Public Library.
the bulbs could be out. if it has a trailer hitch on it and it was installed after market (not by the dealed), a lot of the time the marker lights to the trailer are spliced in to the licese plate lights and the type of conector that are used are prone to corosion. if that is the case just splice it together after the corroded wirer is remove and seal it electrical heat shrink.
see your dealer about a recall for flasher
The Fuel Pump Relay is inside the fuse box under the hood on driver side