Fuel regulator is either on the fuel rail or mounted to the top of the pump assembly (in the tank). You can check for air in the fuel by hooking up fuel pressure gauge and using the valve on the gauge assembly if you see bubbles in the fuel you have air (more than likely not the problem). I would also check for vacuum leaks they can cause rough idling. Most sensors when bad will have a code pop up if they are outside of the acceptable parameters. Since they are monitored by the ecm for emissions controls. A bad gas cap would more than likely cause a small leak code in evap system (I think it is the evap system).
Just my thoughts.