Hmm. We probably goofed by overlooking direct.wxwidgets in the “wx” package, but I’m not sure why it doesn’t work with the -p /Developer/Panda3D/lib option as you describe. Does it help if you explicitly import wx and sys before you import anything else?
For the record, the missing modules list seems fine. panda3d.core is currently always listed, due to a minor bug in 1.7.0, libdirect.so is one of the Panda extension mdodules, and ElementPath really is absent and is supposed to be.
David