Affidavit of support I have is before my birthday 32 years, and interview will be after my birthday 33. Do i need another?

Generally you should be okay. It might be a good idea to bring an updated affidavit of support.

Good moral character and citizenship

You should consult an attorney. Generally disorderly conduct is not a barrier to good moral character.

Will this affect him receiving the work authorization from my U Visa case?

It is best to consult an immigration attorney. Generally it is possible to apply for 2 EADs under different categories.

Granted F-2 with pending I-140 and I-485 applications

I agree with my colleagues. You can work with the EAD but must stop if the I-140 is denied.

After marrying in Denmark, would I need to list my Danish spouse on my tax papers even though she still lives in Denmark?

This is a tax question, not an immigration question.

My husband just got deported and he signed volunteer deportation , this is his 2nd time the frist time was in 2007 .

If you have not married him, he is not your husband. Yes you can go marry him in Mexico. However it sounds like he will need a waiver to return to...

No they only do a background check on the applicant.

I have my green card and my husband does not but he have a work permit can he have his green card to

Is your husband in lawful status? Have you filed an I-130 petition for him. Need more facts. Consult an attorney to assist you.

Can I help my husband?

You need to consult an immigration attorney. Your husband will need a waiver for his illegal entry into the US. Waivers are very difficult to obtain.

Can illegal person sue the employer for not paying wages and constantly thretning of deportation and abusing and telling to work

I agree with my colleague. Your ability to sue does not depend on your immigration status.