What Badal said, but since you've already posted.
a) raise this Dratini
b) look for another level 40 of a specific nature
c) look for a level 15 of a specific nature
d) try to get the extremespeed level 15 of a specific nature
e) breed for a Dratini of a specific nature?
Either of the bolded ones. You're wrong on what Brave nature does, it reduces speed rather than SpDef. This is obviously a bad nature for Dragonite, who is best employed as a sweeper. Adamant or Jolly are what you want to be aiming for.
In terms of picking whether to breed or get Extremespeed, it's a judgement call. Extremespeed is a very handy move for DNite, allowing him to hit choice scarfers who outspeed him after a Dragon Dance. However breeding gives you more control over nature and, more importantly, IVs. Depending on the rest of the team, scarfers can be removed by other pokes leaving DNite to sweep unburdened with having to watch for them. Of course breeding for a nature with
ESpeed would be the ideal compromise, but I can't remember if it's breedable or not. I'd personally go with breeding for nature and IVs, unless you're really committed and willing to attempt soft-resetting for a correctly-natured 'Nite with decent IVs.
a) What stats should I EV train him for?
Dragonite has long been associated with his niche as a bulky Dragon Dancer, allowing it to differentiate itself from its otherwise superior counterpart, Salamence. However now that Mence is banished to the uber tier, Nite is now a viable choice as an offensive Dragon Dancer too. These are the two best options for Dragonite, and your choice of which you feel is more appealing determines which stats to EV, and how many EVs to invest in them:
This is your typical aggressive Dragonite, with maximum investment in Attack and Speed to ensure your success as a Dragon Dancer. The final 6 EVs go depending on where your stats finish at level 100. They can be invested into HP initially, but if Dragonite's HP stat is divisible by 4 when you reach level 100, use a Pomeg Berry to remove the EV. This will allow you to switch into Stealth Rock 5 times, rather than 4.
Alternatively you can go bulky:
Obviously if this set appeals to you more, you would breed for IVs rather than going for ESpeed. This set attempts to use its pretty substantial bulk to set up multiple Dragon Dances before sweeping, using Roost along the way. This set is arguably more difficult to use because you need multiple boosts to get the same power the prior set could get off of one thanks to additional EVs, Life Orb and the higher strength Outrage, but has more chance of reaching sky high stats if the opportunity presents itself.
b) Where is the best place to do this? (just recommendatory places )
The water in Mount Silver. You'll encounter Poliwhirl and Seaking, who give 2 Speed and 2 Attack EVs respectively. If you choose to go bulky, Nidorina on routes 13-15 provide 2 HP EVs each.
c) Will his high level effect the EV training?
Level has no effect on EVs, they all come into play by the time your reach level 100.