There is not nearly enough information provided to answer your questions. Your family needs to schedule a consultation with an immigration attorney to determine if you have any options for becoming a legal permanent resident.
The fact that you don't even know why you are appealing your own case is revealing. You will not be able to do this on your own. If you want any chance at an appeal, hire an immigration attorney in Chicago to represent you and do it quickly!
She's not eligible for citizenship because she must apply for permanent residence first. If she arrived on a visa, she should not have to depart the U.S. for this process. You should retain an immigration attorney in your area to prepare your adjustment of status package and to represent you during the interview.
To pursue a green card through investment, you will need to retain a legal team including an immigration a attorney and a business attorney. You may also need other professionals such as an accountant or tax attorney. You should start by scheduling a consultation with an immigration attorney in your area experienced in investor immigration matters.
I agree with my colleague. There is nothing you can do to stop your wife's petitions - those are her cases. She will have to provide proof of her ability to support her siblings once a visa number becomes available for them, which may take anywhere from 10 to 25 years depending on which country they are from.
You should consult with an immigration attorney to determine whether you qualify to sponsor him for permanent residency. These cases can be complex and your husband may or may not be eligible to adjust his status from inside the United States.