@Saruman, welcome to the StrongFirst forum.
The most honest answer to your question is, "It depends." Everyone is different. Some people do fine on 4-5 hours of sleep per night but that's only some people. I would say that 6-7 is the minimum recommendation. How much sleep we seem to need depends on many factors, including age - the older we get, the less sleep we seem to need.
When you say "I was doing it 2 times a day," I don't know which practice or exercises you were doing - there are a number of schools with varying lineages back to Professor Buteyko.
You mention losing your good results when practicing only once per day but having good results when practicing more. The school in which I teach recommends two practices per day as a maintenance, each about 15 minutes in total length, but some people do manage with only one, however maintaining on only a single practice a day requires, as you might imagine, a very high level to start and vigorous, disciplined practice.
Yes, there are ways to practice while walking, and yes, there are ways to apply Buteyko breathing techniques to your weight lifting sessions.
Two points in closing - I don't know what you've been doing, and this forum really isn't the appropriate place for detailed discussions of Buteyko breathing. The school in which I teach, and in which several members of the StrongFirst community are now students and teachers, can be found at its online forum at
Forum - Advanced Buteyko Breathing - I recommend you pay a visit there, sign up for an account - as here, it's free - and post a new thread or message there.
-S-