Am I right when I say that you can orbit the photon sphere and still be not pulled towards the Event Horizon but you need to orbit (In your spaceship) at the speed of light?
Your spaceship can't move at the speed of light. Therefore, your spaceship can not free-fall orbit at the photon sphere (whereas photons can). What you can do is use thrust to keep you in orbit at the photon sphere (presumably the thrust is quite strong). The details get pretty hairy around the photon radius though.
Well, you can stay in orbit 1mm outside the photon spere. If your spaceship has a finite size, some parts can even be inside (think about tidal gravity before you go there!).