I have noticed that in 4.3 I have to set up the sidebar for each application, is there a way to basically create a master sidebar and save it to everywhere?

No, sidebars are set up per template.  This means that the forum index, topic list, and topic view will all have different templates.  (But all topics will use the same topic template).  

I would encourage you to take a screenshot of what you want, and then start copying your layout.