Hi, guys. Glad you figured some of this out. FWIW, you can get a ZIP file from GitHub or here http://www.paidmembershipspro.com/wp-content/uploads/plugins/pmpro-add-paypal-express.zip which you can then install via Plugins --> Add New --> Upload in your dashboard.
RE setting the gateways. You setup PayPal Express first and then click save settings. Then setup the other gateway and click save settings. The PayPal info is saved "in the background".
RE the issue where the PayPal option sometimes shows up for free levels, I'll try to look into that. We don't want it to show up if the level is free. The logic for that is very complicated (has to take into account discount codes, other customizations, other plugins trying to hide/show things at checkout). I'll try to recreate the issue you had and get a fix out there.