I think you have two different prolems. First, the fingers in the mouth. Kids self-soothe differently. My younger brother sucked his index finger. I'd ignore it and let her outgrow it.
I'd focus on getting her to sleep without battling. Admittedly, I'm not a "cry herself to sleep" person. It didn't work with my son because he'd work himself up so much we risked him getting hurt. Here's what we did. Establish a bedtime routine. Go through it, put her into her crib/bed, say goodnight and leave. Give her a few minutes to see if she'll settle. If not, go back in and just sit there with her. No talking, no yelling, no nothing. Just sit. (I use to have a booklight for reading.) Be very, very boring. When she's asleep, leave. Try each night to just leave before sitting with her. In our case, one night I left and never went back in. He just settled. You can also try moving closer to the door each night. Good luck!
at 4:15 PM on Jun. 3, 2009