Am on visitor's visa but feel my rights will be continue to be violated if go back to my country, how well will I get the state

Best to have an attorney review your entire situation in full. Consult with one in private for guidance.

Best to respond with some letter indicating USCIS error.

Best to answer truthfully and provide documentation of such at the time of interview.

How do I fix name on DS 260 form?

You will need NVC to allow you to make an amendment to the form if you have already submitted it.

Can a family sponsor for permanent residency withdraw sponsor, thus resident losing residency status?

No, not after the green card has been issued.

What should I do - misplaced my receipt notice for the application of I765 Employment Authorization Form?

You should ask your attorney directly for a copy of the receipt.

Should I now pay the fees of the NVC and submit the documents or should I wait to hear from the USCIS?

It does not appear that you would need to work with NVC at this time. Have an attorney review your documents for further clarity.

No, it should not affect not immigrant visa such as fiancée visas.

Why do you need a certified police report if you do not have a criminal record? This is not needed for adjustment of status applications.

It appears that you may use the household income and can submit the I 864A. It is best to work on an attorney for such an RFE response.