Question edited for a lot more clarity. Codes are P-Zero (0) not P-oh (o). Spelling also fixed.
Question moved to model category.
Here are your 3 codes with explanations and fixes. There are also a couple of videos, but one is in Spanish.
There are a number of problem mentioned on the internet about brake problems and brake calipers seizing up. Smoke and smell from the right front wheel might lead a person to believe there is the best place to start looking.
Usually these are located on the exhaust manifold or just below the exhaust manifold and you should be able to see it in the engine bay. On V6 engines there will be one sensor on each of the 2 exhaust banks.
You will probably need to remove the engine cover to see the sensors on your exhaust.
If someone told you to replace these because you got a particular fault code I would be wary. A decent scan tool and basic diagnostics can show if the 02 sensor is working or not. Some faults often blamed on an 02 sensor are not due to faulty sensors.
the problem may be in the flasher control unit
It is a short but not all shorts are dead shorts although you now have a dead short
fuses blow from excessive current draw so if you have a fault where the wire is rubbing through on an edge of material, the current flow is just enough in some circumstances to blow the fuse ( high humidity , moisture, one of the fine copper wires that make up the wire may be touching across a power supply to ground etc)
or the wires move from vibration and contact is lost but regained when the conditions alter
you are right when you say the dealer put in a new fuse on it as there is nothing to tighten , but by putting in a new fuse they probable moved the problem enough so that it went away for a period
I can understand your reluctance to used the dealer again as most dealers do not employ fully qualified auto electricians and the problems they encounter are fixed by parts replacement
I would find an accredited auto electrician that has a lot of experience on your make of vehicle as finding electrical faults needs heaps of experience
always get a quote as time is of the essence when chasing a fault
The electric fans operate when the coolant temperature reaches a certain level. There is a temperature sensor that triggers the fan operation. If the sensor is faulty or has failed completely the electric fan will not start.
That is the first place to look if you have checked both the fuse and the relay that covers the fan. You have not mentioned the relay but if that is faulty the fan will not work either.
Check your owners manual. That will show you the location of the relays (as well as all the fuses).
Do not delay getting the problem addressed by a competent professional as allowing the engine to overheat WILL cause very expensive engine damage (such as blown cylinder head gasket and a cracked cylinder head) which will be many,many times in repair and parts costs over the cost to you to fix the issue with the cooling fan.
suspect the fuel filter. if you replaced the fuel filter & still stall, use fuel pressure gauge to check the fuel system. (could be bad fuel pressure regulator or fuel pump.)
2 bolts and 1 electrical connector. It is on the intake pipe from the air cleaner. If it still runs poorly after the change, you may need the dealer to reprogram the ECM (computer). Hyundai put out a bulletin on this problem.
Looks similar to this...
It is located on the throttle body past the air filter. 2 small bolts hold it in place and it has 1 electrical connector. Your ECM (the engine's computer) may need to be reprogrammed after you change this. The dealer can do the ECM programming. There was a Technical Service Bulletin put out by Hyundai.
The part is about $40 and looks like this:
And goes here (this is an Accent but Santa Fe should be similar):