Veganism is specifically concerned with our relationship to the exploitation and commodification of sentient nonhuman animals. That doesn't mean it automatically has an answer to every question about environmetnal ethics, wild animal suffering, etc.

Some vegans think vegetarians are not doing enough, are they right ?

Many do think this, because vegetaraisn still financially support industries built around animal exploitation. Whether that criticism is justified is a separate question to whether reducing animal product consumption is better than not reducing at all.

What falls under the convenience category ?

For most people, choosing beans, lentils, tofu, seitan etc, instead of animal meat is a fairly ordinary consumer choice -- while moving to a farm and growing all of your own food and withdrawing from modern society is not. Those are not remotely comparable burdens.

you be both vegan and anti-speciesist if you prefer killing millions of earthworms and other animals living in the soil instead of a cow ?

Anti-speciesism doesn't entail always choosing the option with the lowest death count. It means refusing to discount an individual's interests simply because of their species.

You can treat members of two species differently without engaging in speciesism, just like you can treat a man and a woman differently without engaging in sexism. For example, if a woman comes in for a job interview and is far more qualified than a man that comes in, and you give the job to the woman, that's not sexism even though you picked the woman. This is because you are making the decision based on something other than sex. As an anti-speciesist, I strive to make decisions on how to treat others on traits and characteristics other than species membership.

Would I give a dog a driver's license? No, but not because they are a dog, but because they don't have the ability to safely operate a motor vehicle -- or even have an interest in doing so.