If you have the materials and it's practical to use 4-gauge for your ground wiring, go ahead and do it. You'll never hurt anything by using a larger wire gauge than necessary, nor will you harm anything by using different sizes for power and ground (as long as both wires are large enough for the amplifier's current demand).

If you get smoke coming out of your hood, it is probably not the sensor. Your car was truly overheated. First you need the coolent to be fully circulating to bring the heat away from the engine block. So the thermostat controls the flow. It is usually below the radiator cap. If you want to replace it, make sure your car is completely cool before you open the radiator cap or you will get burn. It is usually very hot. You can actually drive without the thermostat. I have done that in my old car. Your heat just won't be very warm when you don't have the thermostat. If your thermostat is not the problem, make sure your radiator fan is working. First, physically turn the fan with your hand to see if the fan bearing is seized up. If it turns freely, drive your car around the house, stop, leave the engine on and pop to hood to check. If it is not turning wait a while and check again. It should eventually kick on. If it never turned on, you can check the fuse box. You can also hot wire the fan to see if the motor is good. If the motor is bad, it can get expensive.

If your head gasket is blown, you will see a lot of white smoke coming out of your tail pipe. It is a thick white smoke so you won't miss it. Good luck.