Hi @Family_Tree_Care_Mar, welcome to the Community! 
Thanks so much for your feedback!
You’re right — f a visitor enters contact info without using the contact form, it will appear in the chat transcript as part of the conversation. So, for now, using the contact form is the best way to collect contact details.
That said, I totally agree it would be great to collect contact info without needing a form, and we’ve added your suggestion to the Wishlist: Collect contact info without a dedicated form.
As for pinning the form to the top, the only available option right now is to display the form before the chat, which you’ve already set up.
The “Thinking” text can be edited in the Language section under the General tab:
Regarding the response time, could you provide an example of a question where the answer took more than 30 seconds? I’d be happy to look into it for you.
As for receiving email transcripts, you can currently add just one email address. We’ve received requests for multiple addresses, and you can upvote this feature request 