sure means:1. having no doubt,such as "I'm sure he'll come"
2.certain(to hapepn,to be trusted),such as:"He is sure to come"
Difference between "sure"and "certaain":
1.In British English,"certainly" and "I'm certain" are used when one really knows the truth;
2."surely" and "I'm sure"when one has only a strong hope or belief.
In the sentehce"I'm not sure\certain where he is.",two words have the same meaning.
But "sure" cannot be used of events: It is certain that……
3.In British English,"certainly" is used when giving a firm "yes" or "no",and the use of "sure" or "surely" in this meaning is thought to be rather American.
And about "of course",I'm sorry that I don't know the answer.
Some information from dictionary.