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check fluid level in rear differential. When you check it use a clean dipstick or something similiar to pull some fluid out. If you see metal flakes on dipstick the differential could be going, or the fluid could be low and just fill it up.
Since it bubbles out after overheating, replacing a faulty thermostat should end the issue right there.
This sounds like the the fuel line to the filter or the fuel filter itself. I agree with euromech do NOT start, drive or work on this unless you are comfortable with this repair. Get a tow to a garage and have them fix it for you safely.
The wheel thing I am assuming is the AC condensor pulley. If that is what is smoking you probably have a really bad bearing in there. You should get it taken care of very soon as the belt will keep turning this and grinding it up whether AC unit is plugged in or not.
The throttle position sensor should be located on the side of the throttle body. You may have to remove air cleaner first. Then remove the wire harness and remove i think two 10mm bolts and that should be it. Install new sensor in reverse order. After, open the throttle and feel the resistance of the spring in the sensor. If there is no resistance remove and reinstall again.
Most shields just deflect heat from a component or protect from water. They are important but nothing scary or serious. Just depends which one it is. The one that makes the loudest noise is usually the catalytic converter heat shield. A quick weld job, or a bolt or two will fix most shields when you know which one.
Most likely the fan motor is not working. When driving, some air is forced into the scoop giving you some flow through the heater core but the fan does most of the work to draw air through the system.
Sounds like the alternator doesn't have the power anymore to adequately recharge the battery which will cause a slow constant drain on the battery until it won't start. Get alternator tested and replace if necessary.
Could be the tranfer case is going bad have to go under vechicle and see if the drive shaft is loose where it enters transfer case. Best to have vechicle off of ground and have someone shift gears while you observe the transfer case while the vechicle is running.
Thermostat may have an issue but, this will not not cause vibration. You do have a thermostat and replacing is not an issue for further vibration. Need more info on the reason for vibration as to when or what causes more vibes than before. Bad thermostat will cause improper temp. idle...higher revs. not vibration.