The car steming is high which causes over heating

Yes. You the car can drive as usual without thermostat but it will cause high fuel consumption.
Because when engine in cool temperature it will in rich mode (more fuel) to heat up. If without thermostat to cruising in highway the car will become high fuel consumption.

Your control switch is most likely the cause here. The one right on the dash that you are turning to adjust the fan.

Problem With Idle Air Bypass Valve May Cause Engine ...

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If you experience difficulty starting the engine when cold, stalling at idle, ... Also, this summer electric locks stopped working and recently car seems to idle high whensitting or when I put heat on. ... I was either braking and barely moving in traffic andwhen I would also turn on the ... 2004 Mercury Sable- 3.0L V699,000Visitor.

03 MERCURY SABLE ROUGH IDLE CAUSE - YouTube

Too much current will cause the wiring and coil to melt. Need to find out why the current is so high so as to cause this.
If voltage is too high that will cause the hassle

Amperage = voltage/resistance. If voltage is higher and resistance stays level the current flow thru circuit goes up. Causes heat buildup and eventual meltdown in bad case.

inspect wiring from sensor for short

code p0032refers to heated oxygen sensor(HO2S) 1 bank 1-heater control--circuit high===causes --wiring short to positive--HO2S sensor--ECM
code p0038 refers to heated oxygen sensor(HO2S) 2 bank1 heater control --circuit high===causes --wiring shorted to positive --HO2S---ECM
It is most important that when installing /removing the sensor that the correct tool is used to prevent damage to the wiring for the sensors. Severely twisting the wires during installation/ removal will result in the causes for failure listed.

if the fuel pump is not working the engine will not start.

one way to check is to remove fuel line from engine and place it in a container and when somebody else switches the ignition on fuel should pump out (eletric pump) or once the engine is being turned over on the starter (machanical pump).

if the fuel is not steming well this would indicates a blockage or pump fault.

be careful fuel is flamable.

I hope this was useful.

Two separate issues...but the heat only working on high is caused by a bad blower motor resistor.

High Speed Fan Control Relay Circuit ,try this.In a nutshell, wiring problems come down to only a few possible causes, and they are:
1. Open circuit (or partially open such as a chaffed line which causes high resistance due to heat when circuit load is on)
2. Short to power
3. Short to ground
4. High resistance (usually caused by corrosion or poor connections)

code p 0138 refers to 2 items
1--heated oxygen sensor(HO2S) 2 bank 1--high voltage ==causes --wiring short to positive --HO2S---ECM
2--oxygen sensor (O2S) 2 bank 1--high voltage ===causes wiring short to positive ---ECM
code p 0139 refers to 2 items
1--- heated oxygen sensor (HO2S) 2 bank 1--slow response ===causes --heating inoperative --wiring--ECM
2--oxygen sensor (o2S) 2 bank 1 slow response ===causes --wiring --- O2S

heated oxygen sensors9HO2S) are in the exhaust manifold before the cat converter
Oxygen sensors (O2S) are after the cat converter
it is indicated that the HO2S is faulty-
check the wiring and /or replace both sensors