Oxygen sensor cause of problems?

Hi, I brought a 2003 Beetle about 6 weeks ago, the engine management light came on about 3 weeks ago so I took it to a garage who said I needed 2 new Oxygen sensors. I took it to a mechanic I knew who tested the emissions and said it wasnt the Oxygen sensors and turned the warning light off. Since then the engine is making a ticking noise and when I go over 60 miles an hour the steering column feels like it is vibrating. Also it makes a squeaking noise sometimes when I push down the clutch. The engine management light has now come back on. Is all of this because my oxygen sensors do need changing or do you think something else is going on? Thanks.