If the coolant level is correct, then the level sensor is likely suspect. The level sensor is part of the coolant jug assembly, and would require replacement of the jug, it plugs in at the bottom:
As for the secondary air injection code, first you want to check the fuses. If the air pump sucks up some water, it will blow the fuse.
Then you want to check your vacuum lines. There is a shutoff valve going to the front exhaust and one to the rear exhaust, and they are both controlled by vacuum. Sometimes the vacuum lines can fall off or crack and not allow the valves to open.
If thats all OK, check to see if you hear the pump come on. When you first start the car, especially after not being started for awhile, you should hear the pump run for a minute or two. Sounds like a small motor, it kinda whines/whistles like a hair dryer or little supercharger. If you hear it come on for a minute or two and shut off, then the air pump is obviously coming on and it may be one of the shutoff valves that failed. Its common for the diaghram inside the valve to rupture which prevents the vacuum from letting it open.
This is where the front valve is located, the rear valve looks the same and is over the center of the back valvecover:
As for the coolant level, it sends out a very low voltage from the cluster to ground. The easiest way to diagnose is to put a jumper wire between the two terminals and if the message goes out, the level sender is bad.
The P0420 means you have a bad catalytic converter, and is covered under the Federal 8 year/ 80,000 mile warranty. If you have 80K or less, you can get it repalced at the cadillac dealer at no charge.
The message won't come on if too full, only low (or bad).
Aftermarket cat converters rarely have enough Oxygen Storage Capacity to satisfy the stringent diagnostic parameters of the On-Board Computer. On many of the newer cars, only a GM converter will work. You could do a search on-line for "O2 Simulators". They "trick" the computer into thinking the converter is working and prevents the P0420 from setting.
The lines on the back of the motor need to be tight. Air of Vacuum leaks can prevent the system from working properly.
As for the brake shimmy, some aftermarket rotors are better than others. If you spend $15 per rotor, chances are, they will warp rather soon. When it comes to brake components, you really do get what you pay for. Instead of replacing them, you can have them resurfaced.