to me про usually sounds more primitive (or less refined) than о, a question про что? sounds substandard against o чём?, usage of this preposition a lot of times gives away a not very literate person
for is not only за, it's mainly для, therefore a phrase Как для тебя Лондон? translates the idea better and is grammatically sound
preposition за in a sense of the Hebrew 'bishvil, avur' always requires declination in Genitive therefore ты declines into тебя - для тебя
the verb думать isn't normally used with в связи, but по поводу is ok as well as насчёт, по поводу/насчёт тебя
думать по поводу/насчёт кого-то usually means thinking of someone in a practical sense or considering someone, not just daydreaming of a love interest