1) Correct, but to Americans it sounds old fashioned. We would say "when did you study until last night?" We often change word order from something like "the city in which I live" to "the city I live in."
3) The best would be "don't trouble yourself." If somebody already cooked you food and you maybe didn't expect them to do that, or they made a lot more food than you expected, you could say "you shouldn't have gone to all that trouble (for me)." This is very polite language. "Don't bother" is used when telling someone not to do something, to nevermind doing something they say they'll do for you, but it has a dismissive and annoyed tone. For example:
A: I asked you to buy me some milk when you were at the store, where is it?
B: Oh, I forgot. I can go up and get some now.
A: Don't bother. (It shows you're angry and/or annoyed, definitely NOT the same as 'don't trouble yourself.')
4) "I'll keep reading it until it settles in/sinks in." It has the meaning of "until I start to feel more comfortable with it or begin to understand it better. "
(not a teacher, just a language lover)