Which polynomials induce the zero function mod $n$?
As proved in another answer, the polynomials that induce the zero function mod $n$ are precisely those that, when written in the form
$$f(x) = \sum_{k} c_k x^{\underline k},$$
satisfy the property that $c_k$ is divisible by $n\,/\gcd(n, k!)$, for each $k$. (Here, $x^{\underline k}$ is the "falling factorial": $x^{\underline k} = x(x-1)\cdots(x-k+1)$.)
That answers the first question, and to answer the other questions:
What is the polynomial of least degree that induces the zero function mod $n$?
I'm assuming you don't accept polynomials like $f(x) = 0$ or $f(x) = n$ or $f(x) = nx + 2n$, etc, i.e. you want the coefficients to be nonzero mod $n$. When $k$ is less than the smallest factor of $n$, we get $\gcd(n, k!) = 1$, which means that $c_k$ is a multiple of $n$. We can take $c_k$ nonzero mod $n$, when $\gcd(n, k!) > 1$, which happens when $k$ is the smallest prime factor of $n$, say $p$. Then we need $c_k$ to be a multiple of $n / \gcd(n, k!) = n / p$, so we can take $c_k$ to be $n/p$ and all other coefficients $0$, so that $f(x) = (n/p) x^{\underline p} = (n/p) x(x-1)\cdots(x-p+1)$. Other polynomials of degree $p$ may also be possible.
This gives the following table, as in the question:
$$
\begin{array}{rll}
n & L_n\text{ from question} & L_n\text{ from this answer}
\\ 2 & x^2+x & (2/2)x^{\underline 2} = x^2 - x
\\ 3 & x^3-x & (3/3)x^{\underline 3} = x(x-1)(x-2) = x^3 - 3x^2 + 2x
\\ 4 & 2(x^2+x) & (4/2)x^{\underline 2} = 2(x^2 - x)
\\ 5 & x^5-x & (5/5)x^{\underline 5} = x^5 - 10x^4 + 35x^3 - 50x^2 + 24x
\\ 6 & 3(x^2+x) & (6/2)x^{\underline 2} = 3(x^2 - x)
\\ 7 & x^7-x & (7/7)x^{\underline 7} = …
\\ 8 & 4(x^2+x) & (8/2)x^{\underline 2} = 4(x^2 - x)
\\ 9 & 3(x^3-x) & (9/3)x^{\underline 3} = 3(x^3 - 3x^2 + 2x)
\\ 10 & 5(x^2+x) & (10/2)x^{\underline 2} = 5(x^2-x)
\\ 11 & x^{11}-x & (11/11)x^{\underline{11}} = …
\\ 12 & 6(x^2+x) & (12/2)x^{\underline 2} = 6(x^2 - x)
\\ 13 & x^{13}-x & (13/13)x^{\underline{13}} = …
\\ 14 & 7(x^2+x) & (14/2)x^{\underline 2} = 7(x^2 - x)
\\ 15 & 5(x^3-x) & (15/3)x^{\underline 3} = 5(x^3 - 3x^2 + 2x)
\\ 21 & 7(x^3-x) & (21/3)x^{\underline 3} = 7(x^3 - 3x^2 + 2x)
\\ 24 & 12(x^2+x) & (24/2)x^{\underline 2} = 12(x^2 - x)
\end{array}
$$
so you see it matches in each case (is congruent mod $n$). It's not too hard to prove that for prime $p$, $x^{\underline p}$ is the same as $x^p - x$ modulo $p$.
What is the monic polynomial of least degree that induces the zero function mod $n$?
For this we need $c_d = 1$ where $d$ is the degree of the polynomial, and this must be a multiple of $n / \gcd(n, d!)$, so $n / \gcd(n, d!)$ must be $1$, or in other words $\gcd(n, d!) = n$ which means that $n$ divides $d!$. This is called the Kempner function. So we can take $c_d = 1$ and all other $c_k$ to be $0$.
This gives the following table, for the examples in the question:
$$
\begin{array}{rll}
n & M_n\text{ from question} & M_n\text{ from this answer}
\\ 2 & x^2+x & x^{\underline 2}
\\ 3 & x^3-x & x^{\underline 3}
\\ 4 & x^4-x^2 & x^{\underline 4} = x^4 - 6 x^3 + 11 x^2 - 6 x
\\ 5 & x^5-x & x^{\underline 5}
\\ 6 & x^3-x & x^{\underline 3} = x^3 - 3 x^2 + 2 x
\\ 7 & x^7-x & x^{\underline 7}
\\ 8 & x^4+2x^3+3x^2+2x & x^{\underline 4}
\\ 9 & x^8-x \quad (???) & x^{\underline 6}
\\ 10 & x^5-x & x^{\underline 5}
\\ 11 & x^{11}-x & x^{\underline{11}}
\\ 12 & x^4+5x^2+6x & x^{\underline 4}
\\ 13 & x^{13}-x & x^{\underline{13}}
\\ 14 & ??? & x^{\underline 7}
\\ 15 & x^5-x & x^{\underline 5}
\\ 21 & ??? & x^{\underline 7}
\\ 24 & x^4+2x^3+11x^2+10x & x^{\underline 4}
\end{array}
$$
which answers some of the $???$s in the question, corrects one of them ($M_9$ has degree $6$, not $8$), gives the same polynomials mod $n$ for some $n$, and some truly different (though they can be checked to work: so $M_n$ is not unique as a polynomial, though the polynomial function (mod $n$) itself is unique).
When is $x^{r+\lambda (n)}-x^r$ the monic polynomial of least degree that induces the zero function mod $n$?
As "the monic polynomial of least degree" is not unique (see the examples just above), the relevant question is to ask when the degree matches. For this to happen, $r + \lambda(n)$ must be the Kempner function of $n$ (let's call it $K(n)$), i.e. the smallest $k$ such that $n$ divides $k!$. This happens when either:
- $n = 4$, or
- $n = 12$, or
- $n = p_1 p_2 \ldots p_m$ a product of distinct primes and $p_m - 1$ is divisible by $p - 1$ whenever $p$ is any of the primes $p_1 < p_2 < \ldots < p_m$. (This case includes the cases of $n$ being prime, $n$ being $2p$, or $3p$, or $2 \cdot 3 \cdot p$, or $5p$ where $p \equiv 1 \pmod 4$, or $11p$ where $p > 11$ and $p \equiv 1 \pmod{10}$, etc.)
The proof is as follows. First, for prime powers $n = p^r$, note that $\lambda(n) = p^{r-1}(p-1)$ while $K(n) \le rp$ (it's equal when $r \le p$, and smaller for larger $r$). So for them to be equal, we need $r + p^{r-1}(p-1) \le rp$ which happens only when $r=1$ or for $(p, r) = (2, 2)$. Next, when $n$ has prime factorization $n = p_1^{e_1} \cdots p_m^{e_m}$, the Carmichael function $\lambda(n) = \operatorname{lcm}(\lambda(p_1^{e_1}), \ldots, \lambda(p_m^{e_m}))$. Meanwhile, the RHS $K(n)$ is $\max(K(p_1^{e_1}), \ldots, K(p_m^{e_m}))$. Now if the maximum on the right is attained at a certain $J$, then the same inequality gives that either $e_J = 1$ and $r = 1$ so $n$ is a product of distinct primes and the property above needs to hold so that the LCM of the values $(p_j - 1)$ doesn't exceed $p_m - 1$, or else the special case of $J = 1$, $p_1 = 2$, $e_1 = 2$, and other primes if any are less than $2^2$ so $n$ is either $2^2 = 4$ or $2^2 \cdot 3 = 12$.
To answer the final two questions (and the comment before them):
It seems clear that $L_{2m}=m(x^2+x)$
Yes we can take $m(x^2 + x)$; note that our above method gives the polynomial $(2m/m)x^{\underline 2} = m(x^2 - x)$ which is the same mod $2m$.
Is $L_{pq} = qL_p$ and $M_{pq}=L_q$ for $p<q$ primes?
For $L_p$ we can take $(p/p)x^{\underline p}$ and for $L_{pq}$ we can take $(pq/p) x^{\underline p}$, so yes for the first part. Similarly, for the second part, we can take $L_q = x^{\underline q}$ and $M_{pq}$ to be $x^{\underline q}$ as well, as $pq$ divides $q!$ when $p < q$.
If $n=pm$ and $p$ is smallest prime divisor of $n$, then is $L_{pm}=mL_p$?
Yes, as above, for $L_p$ we take $x^{\underline p}$ and for $L_{pm}$ we take $(pm/p) x^{\underline p}$.