*If I had been finishing my project early, I would be free now.
Conditionals (sentences with "if") are a bit different, as you would not use the present perfect continuous.
Look at the examples here (http://www.englishpage.com/conditional/continuo...
) under "Past Unreal Conditional + Continuous" for that kind of sentence.
*I have been going to the gym for 3 years."
The sentence was almost perfect. You can also say "I've been going..."
*I had been studying at school for 11 years (before/when ...), and it was awesome.
You need to have another event in the past which stops the duration. For example, "I had been studying at school for 11 years before I got my first job."
Also, it would be more natural to name the school or use "a", like "studying at a school" or "studying at Harvard".
*The dinos lived long ago, but a meteor destroyed them.
I'm not too sure why, but I think this has to be simple past because "to live" here is a state-of-being instead of an action verb. I might need to ask someone else about that. :P
You're definitely getting there. :)