Is it possible to transfer my current H1B visa from a non profit employer to for profit employer?

The "cap-exempt" status of your current H-1B status does not carry over to another non-exempt employer.

I) Do employer X need to file again a new H1B tranfer with new purchase order? II) If any RFE come what will be the situation?

This is a complicated situation, such that it would do not good to speculate as tow hat could happen if an RFE were issued.

Can I earn $ teaching tennis as an independent contractor at venues other than my sponsoring club with a P1 visa?

Generally, you cannot accept employment tat is beyond the scope of your P-1 petition. Consult with an attorney.

Is it possible to do H1B Transfer while extention is pending

As long as you can prove that you have been maintaining H-1B status all along, this is possible.

I have a pending I485 and am applying for a EAD renewal (I765). What is my current immigration status?

You could indicate "Applicant for Adjustment of Status" for current immigration status.

What is my best/fastest option to start the petition process? Any information that is as concise as possible helps.

Your daughter would fall under the family First Preference category. There is a waiting period of approximately 8 years for visa availability...

Will h1b be totally invalid if COS is not done before the h1b expiration date?

Consult with your company's immigration attorney. Some of the facts are a little unclear in this inquiry.

You could indicate K-1 or "Applicant for Adjustment of Status."

Change of agent before interview

This should probably not matter, since you already have the interview scheduled.

Is getting visa easier for Iranian applicants after nuclear deal and prisoner swaps? or just as same as before,,,

I would not count on any "easy" visa application process.