Is it possible to use my own llc company as a petitioner in O-1 application. Can I just ask a U.S. based firm to be my client ?

No.

How is the usual wait time for a change of status from a J-1 trainee visa to a marriage visa?

Consult an attorney.

If I am not subject to the two year residency rule on a J-1 intern visa, does this mean that i won't be on a j-1 trainee visa?

You need to consult with an immigration attorney. You should not be applying for a J-1 if you are an intending immigrant in the first place.

H1 transfer email receipt in premium processing or regular processing ?

It is legal to work upon the proper filing of a petition for a change of H-1B employer, assuming you were in valid status and the new petitions has...

Will attending counseling for domestic violence affect green card process?

You should consult with an immigration attorney confidentially regarding this type of question.

Naturalized US Citizen applying for I130+I485 for F1 spouse. Do we need to also provide the I-20 with the copy of her I-94?

Proof of legal admission is required and sometimes, the officer may ask for the I-20.

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I have applied for a fiancé visa. Is it a problem for my fiancé to be with me in europe while we wait for it?

No.

My marriage lisence marital status is single but I'm divorce and I got married

You can file an amendment to a marriage certificate, assuming there is incorrect information on your certificate.

I have applied for a fiancé visa. Can I go visit my boyfriend as a tourist while I am waiting for the visa to come through?

Be careful doing this. It can be done, but you must be able to answer questions regarding "immigrant intent."

Would it be faster to marry abroad and apply for a green card, or apply for a fiancé visa?

The fiancé visa process is faster.