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Sounds like you need a tuneup.  Spark plug wires can cause this.

Is this a 10 amp fuse and what type of radio system do you have, does it have rear entertainment.  What level Windstar is it?  Are you talking about the fuse panel inside the vehicle or under the hood?

Is this a coil on plug motor?  Schematic shows it to be, and I do believe it is.  You said 2 coils, is it a 4.6L or a 5.4L.  Both are coil on plug motors.  You might check to see if the check engine light goes out while cranking.  That would indicate that the pcm is working.  Then check the crank sensor ...

If the condition is just the passenger side, then you might need a mirror, if it is both sides, then the switch could be the problem.  The glass can be removed by carefully pulling on it (it is attached by plastic clips).  some mirrors can replace just the motors in the mirrors, some are the complete assembly.

If you have a scan tool, you can read injector pulse width.  You need to know what it should be during different operating modes.  Example: 1.2 ms @ idle, closed throttle, operating temp------25 ms @ wide open throttle, operating temp.

I doubt that either would do that.  Simple things like fuel filter or air filter could.  Then you get into mass air meters,plugged injectors and many other things.  Any history on this truck, or codes?

Beemer's got this one

O2 sensor codes rarely mean a bad O2 sensor.  Unless it is related to the heater circuit of the sensor.  It is trying to tell you that there is a problem with the fuel management part of your system.  That can be anything from a mass air meter, vacuum leak, injector problem, spark plug misfire or wire, timing, or any number of other ...

Sounds like a multifunction switch.  That would also be called the turn signal switch.

With the onset of cooler weather, the engine isn't getting up to operating temperature.  Must excede 178 degrees or will set a code and turn on the light after two complete drive cycles.  You need to have the thermostat replaced.