How many sensors can be supported by a single Arduino unit?
An Uno has more than enough pins for the devices you described.


A DHT22 Relative Humidity and Temperature sensor needs only one digital pin for both variables.
An MQ-7 Carbon Monoxide sensor needs one analog pin.
An MG-811 Carbon Dioxide sensor needs one analog pin (and an amplifier).
A Piezo buzzer needs one PWM pin.
The LCD with a Hitachi interface needs four digital pins.
The ESP module needs two digital pins.


That's 7 digital pins, one of which needs to be a PWM pin, and 2 analog pins. I did not make any choices about best or cheapest devices, just ones I either knew about or could find quickly by searching. But with this pin requirement doesn't come close to exhausting the available pins on an Uno so there's plenty of capacity left unassigned for you to make other choices that might require different interfaces or more pins.