Engine/Electrical Problems 1995 Hyundai Sonata

Hi,
I have a 1995 4 dr Hyundai Sonata, 4 cylinder 2.0L automatic. I just bought it.
It has a few electrical problems:
1) turn signals are not working
2) the center of the middle console is not working(the ac/heater is, but the hazard button/defrost/clock underneath it is not)
3) hazards are not working at all

It has a few engine problems:
1) engine roars when accelerating at low speeds (less at higher speeds)
2) high pitch whining/screeching when starting(may be a lose belt)
3) check engine light is on, previous owner said computer scan said 02 sensor, mechanic though exhaust leak
4) fuel economy is less than optimal
I believe the turn signal/hazard light issue is a circuit issue bc the fuse has been replaced and the switch works for all other items on it (ie the hi beams, lo beams, dash light). Also not all the items on the center console stopped working, the items on the first level->ac, heater, intake etc are all working, but the second level->hazard, defroster, and clock are not lighting up or responding.

As for the engine, I plan to change all the filters, and flush the trans. fluid but is there anyway to pinpoint the roaring issue or trace the exhaust leak?

Lastly, 2 newbie questions:
1) where do I get car keys copied?
2) it seemed like an alarm was installed on the car a long time ago and may still be there..how do I find out? (red light on console on)
3) where do I get a keyless entry remote specifically for this model? I see generics in autozone and on eBay.