How did the Etecoons and Dachoras (the animal friends who teach you techniques) escaped from the exploding Zebes?
Same way they escaped the station in Fusion: stowing away on Samus' ship.
That's not possible, because when you rescue them, in the explosion scene you can see the single pixel flying off to the side. I think the real question is how they can drive spaceships in the first place?
It is implied that they are more than just animals.
There are two possibilities. Either A: They managed to get the Wrecked Ship spaceworthy (Not a stretch, considering they can assist in operating a ship in Fusion, and most of the ship's functions actually come back to life once Phantoon is defeated), or B: They hitched a ride on Dachora, who shinesparked off of the planet (how they did this without the shinespark harming them or Dachora's egg isn't clear, however it is at least implied that Ridley can travel in the vacuum without a ship, so maybe they can as well.)
Perhaps they stole a Pirate ship.
Why is the eye guardian in Tourian several rooms before Mother Brain's hallway, instead of directly before it, like the rest of the boss doors?
It may be there to heighten the tension for a very vile purpose- to get the player to use the Save Room that locks them into Tourian forever. Those types of doors usually hint that a boss is coming up immediately; however, in Tourian's case, it comes right after a tense moment of nearly dying. To a new player, they may see that door, give a curious peek inside after defeating it, and then realize they don't know -what- is coming up next (especially after a certain scare), but, hey, there's a conveniently placed Save Room according to the map! It's easy to assume, that, with such a door in place, and a Save Room right after, this is the game's way of telling you that something serious is coming up.... and who would think twice about using a Save Room in that case? It's a brief sense of comfort that hides the fact that nowhere in the game, does anything tell you that Save Room is the point of no return.
Seriously, what is that thing slumped over right outside of Kraid's room, before the Gadora? It appears to be a corpse wearing a power suit, only slightly different from Samus's. It is motionless, covered in some kind of orangish substance (possibly the Gadora's projectile), and has bugs that scatter away upon approach, leading to the 'corpse' speculation. But if this is a new hideout (the old one blew up in the first game, after all), then this 'thing' couldn't have been here terribly long. Did somebody visit Zebes during the events of the second game?
Someone who died while traversing dangerous. That someone has no story to tell and no one to tell it for them, just like Samus if she should happen to die in the caverns.