2008 mercury milan misfires

Because the fans are running constantly it sounds like you have a communication problem between modules, sensors and the ECM. You need a good local auto electrician with a pro grade scan tool computer. This is not an easy fix that you can do at home because the scan tool is about 5 grand.

Is there a vacuum line coming off the manifold runner that connects to the #3 cylinder? Also spray some carb cleaner around the manifold to look for a vacuum leak

Possible Bad fuel pump taking out relay

have the ECM checked as you may have blown it by the short circuit.

What problems-cylinder misfires

Just because #4 coil was replaced,
does not mean you got all the bad
ones or that #4 was bad

when the check engine light blinks this is a sign of misfires but your going to need a scanner to determine which cylinders misfired and clear fault memory i would then recommend swapping coils and plugs from cylinders that misfired with ones that didnt and see if misfires migrate to determine bad coils or plugs

The owner's manual has some information on this regarding
key programing and such. Did you buy a new key bob? Call
your dealer's service dept. some will tell you how or do it for
free especially if you buy the key bob from them.

first take it to have the codes extracted then post them and I may have an idea as to what may be wrong with it. I know autozone will extract the code for free some other shops may as well.

yes i would change the plug wires , you can take a spray bottal with water and spray that wire, and if it starts to run real bad then it is shorting out, you may also have a injector going bad you can test this buy puting a ohms meter on it and ck the ohms it should read the same or close to the same as the other if not it will need replaced

how many coil duse your motor have? did they witch cilnders were mis fireing. i would try a coil its the only parts you havent change yet