If the LLC is still under your name, it is your duty to file for and pay any taxes due. Because you gave it up and let your friend run it, it does not relieve you of your tax obligations. If you no longer need the LLC, you should dissolve it.
Denaturalization based on a theft charge and your facts is very unlikely if not impossible. In general, section 340(a) provides two distinct legal bases for denaturalization or revocation of citizenship. The first permits the USCIS to seek revocation if the naturalized person has procured citizenship illegally. Fedorenko v. United States, 449 U.S. 490, 506 (1981).
Second, revocation is available if the person procured naturalization "by concealment of a material fact or by willful...
As my colleague stated, it is indeed very unlikely. You should however seek the advice of an attorney to see if you perhaps qualify for AOS since you are married to an LPR who is a naturalization applicant.
Assuming you mean the EB-1 green card, it is almost impossible to advise you on your qualifications without having reviewed your credentials. Our firm specializes in O-1/EB-1 petitions. Please feel free to contact us or one of our colleagues for further case evaluation.
Well, if your F-1 gets terminated absent a change of status, you will be out of status. It will probably be best to maintain your status or change it to another depending on your qualifications. My firm gets a lot of F-1 changes into O-1s, P visas, etc. A discussion with an immigration attorney should give you an idea of you options. If you do not have one, please feel free to contact me or one of my colleagues.
If you are still married you would need to put married however, you should seek a lawyer for your particular case since by merely having a letter explaining the situation would probably not be enough and you would need additional evidence.
Appeal in your case would be less feasible then re-filing with all the required documentation. To ensure proper filing I recommend retaining an immigration attorney. If you do not have one, feel free to contact me or one of my colleagues.