Would you disagree with any of the above?

'fraid so.

One option is I can try to answer the question in its general form, which generally results in facile non-answers, like "Because of their various properties and the constraints of their environment," which turns out to answer all three of those questions equally well (or poorly).

I think it would be more helpful to explain why the properties and constraints of their environments led to the actual result, wouldn't it? Rather than describing what kind of explanation how a result might have, in general terms.

For example, buildings are made out of the materials we make them out of because we choose materials that won't collapse, people do what they do because (insert general theory of psychology here) and so on and so forth.

Or I can try to replace the general question with a series of representative specific questions, which I then try to answer, in the hopes of either thereby jointly exhausting the original set, or of thereby finding a general strategy for answering specific questions that I'm confident can be applied to members of the original set as I encounter them.

Of course, someone smarter than me might be able to skip the specific-questions stage altogether and construct such a general strategy or itemized explanation solely by analyzing the general question... but if I'm not that smart, I'm not that smart.

Apparently I'm even less smart, because I have no idea what you're saying here :(

You ask:

"Why is there everything? Including the things you assume exist when providing a naturalistic explanation of, say, penguins?"

If I try to answer that question generally, I get "Everything that exists, exists as a consequence of the way everything that existed a moment earlier existed, and all of that stuff existed as a consequence of the way everything existed a moment before that, and so on and so on." Which is unsatisfyingly general, as expected, but accurate enough. (Or, to quote Lorraine Hansberry: "Things as they are are as they are and have been and will be that way because they got that way because things were as they were in the first place!")

Right, but I'm asking for an explanation of that whole stack of turtles - not how an individual turtle stays up, or even how every turtle stays up, but why the universe is not in the counterfactual no-turtle state.

Maitzen makes a similar argument, which I rebutted in my earlier comment:

The closest he comes to answering the actual question is this...

At this point, defenders of supernaturalism might counter that naturalistic explanations must ultimately bottom out at brute, unexplained posits. But I see no reason naturalistic explanations can’t go forever deeper. One bad reason for concluding that they can’t is the notion that x can’t explain y unless x itself is self explanatory. I don’t see that notion as at all implied by our ordinary concept of explanation, which allows that x can explain y even if something else altogether explains x. Moreover, there are grounds for thinking that naturalistic explanations not only could but must go forever deeper. A common attitude among scientists is that the more they discover, the more there is yet to discover—the more they know, the more they realize they don’t know—a pattern there’s no reason to think won’t continue indefinitely. Indeed, scientific discoveries routinely raise at least as many questions as they answer. Biologists have described some 80,000 species of roundworm, for example, but suspect there might be a million species. More generally, having discovered organisms in places they didn’t think could support life, biologists now worry that they lack even a rough idea of the total number of species; knowing more shows us we know less than we thought we knew. Furthermore, history teaches, just when some scientists begin to think the explanatory end is in sight, a revolution comes along to open domains of further inquiry. Maxwell gives way to Planck and Einstein, and Hilbert gives way to Go¨del. Jonathan Schaffer usefully catalogues several other examples of this kind.

... which, naturally, misses the point. Yes, we can imagine something infinitely old and fractally complex existing - although there may be some technical reason why it's impossible, I don't know of any - but we can also, counterfactually, imagine it not existing, and declaring it's turtles all the way down does not explain why this counterfactual is not true (in fact, I think it probably is true, because blah blah complexity bah blah Occam's Razor.)

f I want a more satisfying answer, I either ask someone much smarter than me, or I start breaking it down into particulars. Why are there penguins? If my answer to that assumes that A exists, why is (or was) there A? Etc., etc., etc. In the hope of thereby finding a general strategy for answering specific "Why is there X?" questions that I'm confident can be applied to everything that exists.

The usual naturalist strategy for this is to describe how other things that exist result in X, but of course this fails when applied to everything that exists.