Can I change from consular processing to AOS after entering with a tourist visa?

Immigrant intent will be the key issue.

Time for processing of n-400 in NY

Approximately 6 months. Could be longer or shorter.

Will I get my 5k$ back that I payed to my consultancy based in USA to apply for H1B visa ?

It will depend on the contract between the company and you.

I-140 approved but do not have I-140 Approval Notice copy. Is it possible to transfer H1B to another company without that ?

It's possible. The employer should work with an immigration attorney to manage the matter appropriately.

Do I have to do the medical examination again before Interview?

Yes you should do that but wait for the notice.

Change of status from B1/B2

You should consult an immigration attorney to evaluate your eligibility for E2

Can a person already residing in the US on H4 visa, change their visa status to L1-A to start a new office of a foreign company?

Yes. Will also depend on the nature of work abroad.

it shouldn't be a problem for the k1.

Can I work in United State based on petition for national interest waiver without having J1 waiver job?

If you are subject to the 2 year home residency requirement, you wouldn't be able to file I-485 without a waiver.

Fulbright J1 wavier

You could. Chances will depend on the reasons for prior denial and new evidence.