I suspect, though am not sure, that the render sidebar_first in the footer is not rendering because it has already been rendered. In D7, try putting a call to:
immediately before the footer call to render()
Best practice dictates that you should not put the header or footer outside of the body tag. All visible content on your site goes inside the body tag.
Correct HTML syntax looks like this (here is a basic example):
<title>My Drupal site</title>
<!-- Other metadata goes here -->