2006 Chevy Cobalt 2006 Cobalt running rough and losing cool

Hi we have a 2006 Chevy Cobalt. The engine is a 2.2 according to oil change records (hubby is gone and I know nothing about cars). It has around 56,000 miles on it. All of a sudden several things have went wrong with it. I don't know if they are all related or not since I know nothing about cars, but since they started happening around the same time I assumed they were. To start with we started losing coolant. My hubby keeps filling it up. There is no coolant in the oil and none visible on the ground. Then it started running really rough when starting up. The sound it is making sort of reminds me of when we had to change the oxygen sensors in our old van. Then just the other day we started hearing a noise under the passenger side. It sounds like water sloshing around in a tank whenever he has accelerated and then suddenly stops. The check engine light came on around the beginning of all this and whenever we had the mechanic hook it up it said it was a knock sensor. He changed that and a week later it still hasn't done any good. Our check engine light is no longer on, but it still sounds rough, is losing coolant, and the sloshing water sound is still there. Any helpful suggestions you have would be much appreciated. Thanks!