I agree that you should leave the substrate alone. Are you vacuuming the gravel? You should be doing this during regular maintenance anyway. A cheap one will run you about ten bucks, so it's even less of an investment than the test kits!
As for the smell, I don't know what it represents other than a tank that's not quite right! An established, cycled tank does have a slight odor, but it smells more like a pond or something than fishy. So, for now, don't worry about it, and when you're completely cycled, you may find that it goes away altogether. If not, we'll figure it out. What foods are you feeding, and are you ensuring that it's all eaten? Normally, all the food being eaten is no problem with an Oscar, but since yours is a little under the weather right now, make sure there's none sitting around at the bottom after he eats. It'll only make things worse.
Also, the rosies that were in the tank can officially be the last feeder fish he ever gets. It won't hurt him. In fact, it will lessen his chances of getting disease or illness brought in by disgusting pet store feeder fish, and reduce the problems associated with thiaminase, and ensure he's getting a good-quality diet. He'll eat so much more that there's really no reason to continue with the feeders.
Here are some links on some problems that commonly occur with Oscars and with feeder fish. You can become educated about them before they ever become a problem!:
http://www.wetwebmedia.com/ca/volume_6/volume_6_1/thiaminase.htm
http://www.monsterfishkeepers.com/forums/showthread.php?t=167891&highlight=thiaminase
http://www.wetwebmedia.com/FWSubWebIndex/fwhllefaqs.htm
http://www.wetwebmedia.com/FWSubWebIndex/FWHLLEf2.htm
If you haven't noticed the number of these links that are coming from WetWebMedia, I'd like to point that out. This site is absolutely amazing. I've been reading for about 2 years, and I still haven't covered everything! It's a great site to bookmark for quick reading about pretty much any fish or any illness.