1. Do we have to look for the company of people who have a more subtle vibration and to avoid the others when possible?
It is always the objectives that decide our management strategy. If we are looking for the Goal we must keep company with those who have the same goal and avoid others company which are detrimental to achieve our Goal.

2. Mostly felt settled with some passing thoughts. Some days there were more thoughts from work, finances etc. Some days because of lack of sleep felt unsettled and impatient to reach the end.
Lack of sleep affects your sadhana is well understood. I am not clear as to what you mean by ‘impatient to reach the end.’ If by the word ‘end’ you mean the goal, I must clarify there is no end point in spirituality and it is a journey to the Infinite.

3. My mental thinking is present during 90% of meditation. I think about my daily preoccupation (material, emotional). I mean I'm cling to my thinking. Is it normal? Is it a willing question? Maybe I didn't understand something about meditation?
Surely that is not normal. We should meditate on the divine light without luminosity in the heart and stay as much as possible on that thought. It is true that several thoughts will come and if the supposition given at the beginning is firm you will find over a period of time (surely not hours and minutes) the nature of thought changing. Fixing the goal is essential and that is “Nothingness”.

4. During my meditations, I feel more impatience to reach Him but I feel always a little disappointed, as if I never stop to run behind a train which begins to start and that I cannot catch. Sometimes during a few seconds, I have got this kind of idea, knowing that there is no train, there is only the picture of Rev. Babuji far away and I am running without being able to reach Him. This makes me feel a bit sad sometimes. This idea happens to me also during day time although I am not meditating but busy with my daily matters."
The narration relating to Rev. Babuji shows your eagerness to progress. Just imagine if the goal is Nothingness can you catch it at any point of time. Rev. Babuji was only showing that you cannot grasp him but your duty is to love him and follow him. Disappointment is not proper in spiritual life: that shows certain amount of ungratefulness. Have confidence in the Master and yourself and the method and you will surely succeed.