The optimization process and recommendations:

1. Avoid Selecting Unnecessary Columns (query line: 2): Avoid selecting all columns with the '*' wildcard, unless you intend to use them all. Selecting redundant columns may result in unnecessary performance degradation.
2. Avoid Selecting Unnecessary Columns (query line: 5): Avoid selecting all columns with the '*' wildcard, unless you intend to use them all. Selecting redundant columns may result in unnecessary performance degradation.
3. Create Optimal Indexes (modified query below): The recommended indexes are an integral part of this optimization effort and should be created before testing the execution duration of the optimized query.

Optimal indexes for this query:

CREATE INDEX restoredconversati_idx_convid_chat_id ON dbo.RestoredConversationLinesConcatenated_WithChatID (ConvId,chat_id);

The optimized query:

SELECT
        * INTO dbo.RestoredConversationLinesConcatenated_WithChatIDWithoutSingleChats 
    FROM
        dbo.RestoredConversationLinesConcatenated_WithChatID c EXCEPT SELECT
            * 
        FROM
            dbo.RestoredConversationLinesConcatenated_WithChatID b 
        WHERE
            NOT EXISTS (
                SELECT
                    1 
                FROM
                    dbo.RestoredConversationLinesConcatenated_WithChatID a 
                WHERE
                    a.ConvId = b.ConvId 
                    AND a.chat_id <> b.chat_id
            )