I’ve been thinking about this as well recently.
Can’t answer most of your questions - but I can tell you I did remove the .egg extension from my code that was loading models. (I did some test distrib creations using packpanda and noticed the problem right away 
)
On packpanda, it will leave egg files there unless you explicitly remove them. I haven’t tried pdeploy yet. Like you, I’ve gathered that it needs a bit more work.
I’d also like to try py2exe. I know when toontown was first available it used this. The demo of the Vampyre story game I downloaded also seems to use this. But this the thread I could find with a script to use for that:
panda3d.org/forums/viewtopic … 8262f52d57
haven’t looked at it in detail yet. is it way out of date?