Trina, it sounds like you quilt exactly like me!! I quilt pushing the needle with my fingernail. I too have to feel the needle at least when I take my first few stitches. I can use a thimble but I have to get my quilting stitches started and take at least 2 stitches, prefably 3, before I can put on a thimble and push the needle with it. Like Hinterland, I use a TJ Lane thimble. But I do not use it on my middle finger. I have one for my index finger and one for my thumb. The TJ Lane thimble has a cut out for your fingernail and also has a little raised spot where the inside of your nail is so quilting with one is almost like quilting with your nail, but I really do prefer going without but if I break a nail or eventually drill a hole in my nail I have to wait for my nail to grow out before I can resume quilting so I try to use the thimble as much as possible to avoid having to take long breaks from my quilt while waiting for my nail to get long enough again.
Like you I seem to get better stitches with my thumb nail. I can only quilt in two directions. Away from me or towards me. So I am constantly turning the hoop. If I try to quilt side to side I just can't do it and I have tried. On tight curves I can only take a few stitches at a time.
Regarding marking... Yes, most marking tools I have used with the exception of graphite rub off so I only mark as I go. I think your hand quilting looks great!