Do we need to make petition for me and daughter now or we can do it after approval of husband EB-1 petition?Is there difference

You might qualify for following to join benefits.

Who need to file form DS 260

Yes, he has to do it online, you can help him but will need to disclose this fact.

You cannot sue an American embassy.

Can my husband be denied his visa?

Was there an order of deportation? Was it his only time he was sent back? Consult with an attorney.

Overstayed B - 2 as a minor , granted H-1B visa and renewed once, approved I-140 petition, can my I-485 be denied?

The attorney who is working on your case probably verified that you could adjust. In itself, the old overstay should not be a problem, unless you...

Will my application to renew 2-yr marriage based green card be jeopardized if I move to another state than my husband for work?

Yes, of course there will be. The validity of your marriage will be questioned. Prepare to explain it well.

I am afraid your wife will need to file for AOS first. You can check with the local DMV.

Is notification that we get on e-mail saying they received i-130 form called NOA1, or is only the mailed version?

You are supposed to receive a paper notice as well. In the meantime, you can show whatever confirmation you have.

I am a US citizen married to a permanent resident (originally nigeria). We are having a christening ceremony for our daughter?

It will be difficult to bring the artist to the US for a ceremony without a very substantial expense.

What is the procedure for Change Of Status from F1-OPT to H4 when nearing 90 days of unemployment?

One can change status only when he/she is in the status. You need to consult with an attorney.