I don’t know anything about Thonny. But you could make sure that the Panda3D folder containing these DLLs is added to your system PATH environment variable. Or if Thonny has a way to set the PATH environment variable, you could add it there.
Resolved. In %appdata% Python3.7 there is a script folder that has all the .exes from the panda3d tools folder, and the pstats in the script folder runs.
I guess the ones like blend2bam just dont need the dlls, which is why I didnt notice the problem before.