Yes, I wrote that too, and it was marked wrong. There is no "고 있어요," so how are we supposed to know the program wants a progressive verb? I asked this question in early April 2019. It is now early September 2019, and "I think of my family now" is accepted as another correct answer.
No, because 관하여 means "about." It needs to be after the word it refers to. I am thinking about my family, not about now. In English we have prepositions. In Korean they have postpositions, so the preposition goes after the object of the prep. The grammar structure is the object plus 에 관하여.