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It sounds like the engine idle may be to low on your Yukon. There could be deposits built up behind the throttle plate which will restrict the air flow at idle. The fix would be to clean the throttle body area with carburetor cleaner and wipe it out with a clean shop rag. There may also be a software update available from GM which will help the computer compensate to the build-up of future deposits in the throttle body. The check engine (SES) light may be on after cleaning the throttle body and the code set will need to be cleared to turn off the light.
The serpentine belt may come off due to a worn tensioner, idler pulley or pulley alignment. You should have a qualified technician look at the belt alignment while the engine is running. Anything that looks out of alignment at that point should be repaired. If everything looks ok the fault could be with the tensioner or idler pulley. You may need to replace the tensioner, idler pulley, and the serpentine belt to correct the problem.
An easy way the tell if your oil pan is steel or aluminum is to touch it with a magnet. The magnet will stick to steel but not aluminum. Please make sure you are checking the engine oil pan, not the transmission oil pan!
Foam in the power steering is caused by air in the system. A problem with the steering rack or the pump could cause air to enter the system. A restriction some where in the power steering system could cause the fluid to overheat and expand. The expanding fluid will be forced out of the reservoir. You may need to have your power steering system checked by a repair shop to try and confirm the cause of the fault.
Oil leaks can be very hard to pin point. When replacing the filter always make sure the gasket from the old filter is not stuck on the mounting surface. Two oil filter gaskets will always cause a leak. If the leak is from behind the filter it could be related to the oil filter mounting adapter or the oil cooler lines attached to it if so equipped. You may need help from a qualified technician to help you isolate the cause of the oil leak.
Low brake fluid in the master cylinder reservoir can cause the brake light to come on when turning, try checking the fluid level. The steering wheel wobble could be caused by loose front suspension components, loose steering column components, or a wheel/tire problem. This sounds like a safety issue and you should have the problem checked by a qualified technician as soon as possible!
Overheating of the transmission fluid will cause it to expand and be pushed out of the overflow tube. If the transmission was a bit overfull to start with that will worsen the problem. The loss of reverse may have caused the transmission to slip and the fluid to overheat. No mater what the outside temperature is a slipping transmission can overheat the internal fluid. The transmission fluid cooler should also be checked for proper operation.
I cannot say from my end if you have put the heater control valve on correctly or not. The best way for you to find out would be to get a repair manual for your van. That would also help you to isolate the cause of your lack of heat issue. In order for the heater to provide heat you must have correct coolant flow through the heater core and proper operation of the temperature control door inside the heater/air conditioning air box.
There could be a problem with poor coolant flow at idle, poor heater blower motor operation, or a fault with the temperature control function of the heating/air conditioning system. You may need a shop manual for you vehicle to help you isolate the problem.
Here is a quick test: With the key on, hold the window switch for the affected door in the down position and open and close the door firmly a few times. If the window starts working the fault is most likely with the window motor. If nothing happens, the next step would be to remove the door panel and perform some basic electrical diagnosis to isolate the fault.