Hello I do not know how to keep P-Speed after hitting the block for the power up. I've tried turning around during the jump and letting go of b but that does not work.

Hey bro...You just need to do the smallest jump at last frames in the last plataform and jump in the same moment when Mario hit the ground (or the goomba) to get the "Power up" and keep p-speed. See my both runs here in my profile (Wrong Warp or No Wrong warp) and do the same! You'll get this fast, just keep going practice!