Ummmm... the growth patterns between the woody lavendar and Rosemary wouldn't work real good with the more soft stemmed thyme or marjoram. These herbs all grow differently, so what you might be evaluating as not thriving may be just a given plant's way of growing. I would just let each grow to it's own 'music' and, perhaps, provide more growth-room away from your larger palnts.

Have you found a good book on growing herbs? I can't recommend one right now since my favorites are rather old, but it seems as if you might benefit from more information about the growth habit of the various herbs.

Sounds like you need to be pruning your Rosemary back. Are you just growing your Rosemary for looks or are you using it a lot? Rosemary seems to love being cut as that also helps it keep a nice shape as well.

That is so funny, I grafted tomatoes on potatoes and it is working and I was was wondering if I could try that with other plants in other families too

I am going to experiment with basil and other plants in that family

It is succesfully being done eith different kinds of basil already

Grafting success is very low if you attempt with two different genera. Just being in the same family is not a close enough relationship for graft compatibility. Tomatoes and potatoes will work because they share the same genus. But while most herbs share the same plant family, they do not all share the same genus so any chance of grafting success will be very, very slim.