Usually the sulfur smell can be fixed by switching gas stations.
The sulfur in gas i removed during the refining process, and some oil companies work better than others.
If your ar sounds like a harley, there is probably a hole in the exhaust before one or more of the O2 senors.
That woud explain the noise and the bad O2 sensors.
To fix the power steering, just replace the hose.
And while your at it, since one has gone, have all of them replaced.
If you could give us the EXACT codes AutoZone gave you, it would help.
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_Torch | 
