Could you please give any type of evidence that shows Don Quixote is not insane?

I think that the largest piece of evidence that might help
to persuade that Quixote is not insane is that he sincerely believes in his ideals. 
Quixote represents a force of reality that seeks to transform the world into what should
be as opposed to what is.  For Quixote, he recognizes that this can only happen with an
embodiment of life that represents the ideal.  In his case, this takes the form of
chivalry and the belief of living life in accordance to these ideals.  Quixote is
conscious of this, and this is what might help to make him not appear
insane.

God
knows whether Dulcinea exists on earth or not. I contemplate her in her
ideal.

For Quixote, the
appropriation of the world in accordance to ideals that exist outside of it is what
constitutes his state of being in the world.  The understanding that this ideal form of
the world is different from it is what makes him aware of the gulf between ideals and
the real world.  This consciousness and awareness is what helps to make the argument
that Quixote is not insane, but rather zealously idealistic.