Oh, well, if he wants to do the potty thing, get him to read up on "elimination communication", you're really just training yourself to recognise their cues, though. 
But he hasn't made that up, it's a thing.
Do you have any friends with children of a similar age? Do you go to any groups etc where you could meet up with the families together at a weekend? It might help him to see other toddlers are just the same :)
Think about it this way: If he's trying to work on obedience all the time, she's more likely to fight it for the sake of having a fight (absolutely not yet, she won't be doing anything like that consciously yet, she won't even realise that is a thing that people do, she's just reacting totally emotionally-raw-ly and instinctively to everything just now because it's all new and she's learning how the world works.) Instead harness that curiosity, she absolutely adores you two, you will be her absolute world. Your job is to show and guide her into how to react to every situation. If you go for blind obedience to the authority, that might very well be Mum and Dad for now, but when she's older, it will be the girl who has the right shoes, the boy in the year above who everyone fancies, or the bully that she doesn't want to get on the wrong side of. Obedience training works for small kids and dogs and nobody else. Difference with dogs is that they stay dogs - she'll grow up and have to work out where to walk (or whatever other discipline issue you come up against) by herself.
It's just a matter of changing focus slightly. He can be proactive, nothing wrong with that, but it might look different. For example when walking, at the moment you need her to know that following you is non negotiable, but for long term skills, she can start learning now that water is wet and deep and roads are loud and dangerous. When DS was this age we were very lucky to live on a quiet dead-end street, and I spent a lot of time walking up and down with him, letting him explore when it was safe but keeping enforcing the boundary of not walking on the road by saying "Stay ON the path" and then interrupting him or stopping him or physically picking him up when he got too close to it. When we crossed the road I got him to wait, and hold hands or be carried across. I also taught him not to touch parked cars in the same way, and now it's so instinctive to him that he doesn't question it. As he got more consistent at walking safely, I let him walk on bigger roads, but took the pushchair just in case, and for road crossings.
Ultimately, though, you will get the best results when you communicate to her in a way that she understands, and something that is very important for that is to try to understand her point of view. For her, this is very exciting. Suddenly she can walk and reach so many more places than she could previously. She's curious about everything and she wants to explore. She has no idea of the significance of a road vs a path or what the words road or path mean. She doesn't understand that other people's cars, houses, things belong to them and yours belong to you because she has no concept of ownership. Everyone she has ever met is nice, so she thinks people are great. Etc etc. Her grasp of language is probably still very basic, so use as few words as possible, and avoid negatives like don't/no (something)/stop (somethinging), because that adds a layer of complexity. One noun and one verb. "Stay on the pavement" "Leave that (it's dirty)" "Come to mummy" etc. Some basic explanations using the words "is for" work well too. "Hands are for loving" "Food is for eating" "Roads are for cars, pavements are for people"
There's a lot you can do, if he's eager to teach her, she can learn so much more if he is patient and takes the time to enter her world and reach into it, rather than repeating something alien to her and expecting her to understand.
Sorry that turned into a bit of an essay 