|"The line of the thermal paste is fine"|
We'll have to take your word for it.
"I need to know if the order of the screws can change something"
I'm still unclear on what screws you keep referring to? The majority of Intel heatsinks that I've seen use plastic push pins, not screws. Anyhow, all you do is push in the 1st one of your choosing, then push in the one diagonally across from it.
Installing the CPU Heatsink Correctly
Installing an Intel Cooler
Intel processor installation
"Is there a better or worst thermal paste?"
They all perform about the same. You can get cheap stuff at Radio Shack for a couple of bucks or pay 3-4 times as much for silver pastes.
"I will go buy another cooling fan to test tomorrow, this one has too many sensors"
You keep referring to the cooling fan but the heatsink installation is your problem. A cooling fan generally has only one plug & one of the wires on that plug is an RPM sensor. That's it. Since when is one "too many"?