As I started to overcome flying fingers (keeping your fingers too high) I noticed that I tend to keep my 4th finger behind my 3rd one during some arpeggios. And this slows me down a bit. I can't figure out how to get over this. Even at slow speed I do this or I can force to keep my finger to be at the correct position but it's even slower for me.

I also noticed that my fingers are very curved. Can be this (the wrong finger position) due to anathomy?
There is nothing wrong with your anatomy. Some guitarists have the same problem as you do even though its not really an issue. If you want to change it though you can check out some simple finger exercises. Also ive found that you can physically change your technique with your other hand. Play your arpeggios very slowly while holding your 4th finger where you want it be. It will improve muscle memory and strenght in your pinkie. Whenever you play your arpeggio make sure the notes are very clean and even. Especially with your pinkie. Hope i helped.