Hmmm. So many questions, so little time. First off, Winter Dreams would be a good start, although all of his work is stunning. I gave 'Buffalo', a story/essay from that collection to my students last year and only one was enchanted. The vast majority of them met the work with what could only be termed bewildered indifference and two or three were outright indignant because, as they cogently argued, "buffalo don't sing."
What you sense about landscape, history and people and what Lopez writes are one and the same. Read him NOW! You need to.
Lopez is hard to categorize and your question about studies and essays applies here. I suppose an essay could be seen as an intellectual prose poem developed from a study that is recollected in tranquility, along the lines of the Wordsworth dictum. Although most of the classic essayists are in some way linear, Lopez writes vertically, weaving seamlessly among states that include time, humans, animals and land. The Russian poet Lebed'ev is a little like him. I am not sure about Thoreau because I haven't read enough of him. I think it probable that there is a connection, but I simply don't know.
I didn't include Coleridge becuase he isn't anything like Hazlitt. Actually, it was Coleridge who introduced Hazlitt to literature and literary endeavour, and Hazlitt's essay 'On My First Acquaintence With Poets' tells the story of their early friendship. At one point Hazlitt observed that watching Coleridge walk was like charting the way he thought - the poet was incapable for one minute of sticking to the path and would stop, go forward and then back and meander across from one side to the other. Hazlitt always went straight from point A to point B.
Coleridge was a professional Romantic and very conscious of his position as leader of a movement. Hazlitt was not interested in Romanticism per se and what he was interested in was the development of an idea and the building of that idea through a series of associations, a 'train of thought', which is a term I believe he coined. More like Proust in a way. 'The Indian Jugglers' is one prime example of this, or 'On a Sundial'. Now I can think of a million of them, but those are easy to come by because they are famous and in almost every anthology.
Hazlitt was a great critic and too acerbic ever to follow anyone's lead and Wordsworth and Coleridge both ended up really getting on his nerves (as did almost everyone else). However for the greatest human honesty I will probably ever read, the funniest bon mots, and the most breathtaking prose style imaginable, he's the one. Charles Lamb's essays are more like his although he too was a great individualist.I guess I'd better stop here or I'll go on rambling all night. Don't forget Lopez, though.