I have a 2001 Mazda MPV with 90,000 miles recently it has started to have an odor like it's overheating while driving or while turning the vehicle off it seems to be running rough and it is getting terrible gas mileage I went to AutoZone and put the code reader on it and the code reader cannot pick up the vehicle so I'm trying to figure out how to dress this issue it doesn't appear to be losing fluid but I have a feeling it's the temperature gauge that is just staying in the same position not giving an accurate reading any suggestions would be greatly appreciated

 

Your first problem is why the scanner was not communicating with your ECU/PCM. Try a different scanner
As for the rest it is basic points of checking and illumination of common areas.
The first would be the coolant, look for leaks everywhere and if the reservoir is low of empty.
Look at the inside of the oil cap for a whitish cream
look at your tail pipe while it is running is their water drop lets coming out
from this point it gets more involved with needed testing equipment.