Correct about money exchange, didn't use it, there was a bank outside the Daiquiri.
Not sure about a shuttle to Guillermo
And yes, been to Playa Pilar twice now. Easy for us to get to and I believe you can get day tours from hotels in Cayo Coco.
We went to Moron and liked the day, not too long ... it included a few other stops (Alligator farm, Mangrove tour, Animal show) ...