I just got the answers:
About the gug wounded til death: a player found this FAQs frangment that he thinks may contradict your answer:
Some cards respond to leaving play, or to effects that may cause them to leave play. Such responses can be triggered as if the card were still in play. Note that only Response or Forced Response effects can be triggered in this manner, and they must respond to leaving play or the effect that causes them to leave play. Cards may not take “one last Action” before they leave play. For Example: The “Response:” effect on Professor Nathaniel Peaslee (Core Set F24) can be triggered in response to Professor Nathaniel Peaslee entering the discard pile from play.
Does "effects that may cause them to leave play" mean sacrifice and destroy only? We thought the case with a gug and the short fuse would be included here as well…
No. There is nothing in the Gug's effect that refers to it leaving play. So this rule is completely inapplicable. To determine this all that needs to be done is compare Professor Nathaniel Peaslee's response to Laboring Gug's and it becomes abundantly obvious.
What about cards like Mi-Go Observer? Can he respond to his own death?
This one actually refers to a card leaving play, but the answer is still no. A card's response to another card leaving play is not the same thing as a card's response to itself leaving play and that is what this FAQ entry is addressing, a card responding to itself or an effect making it leave play.