Honestly this COULD be a bunch of things. Start first with a through visual inspection. Pay special attention to the O2 sensor pig tails. Look for evidence of water or rodent activity.
If the PCM fuse is blown, then the ODB2 scanner won't be able to talk to the PCM. It's dead Jim...
Also the cooling fan circuit is a fail safe circuit. IE, it takes a signal from the PCM to make the cooling fan NOT run. So if the PCM is dead, the default action is to run the cooling fan. This symptom isn't necessaryly a problem but a sign of no power to the PCM.
2003 GT Convertible (sold)
2000 GT coupe (Craigslist project. Fixed. Now my DD). Windsor to Romeo swap.