First, let me start by saying, I do not play in Conan's world. I don't care how firearms would impact that particular setting, or the stories. I use the Conan d20 rules for a different setting, and possibly want to introduce firearms.

Has anyone published anything for the Conan d20 ruleset that introduces firearms or explosives? If not, does anyone have any thoughts about stats for them? I'm particularly interested in damage, and any AP rating firearms should have.

I found Barrachan rockets in the core book, but those are for signaling, not attacking. Then there are hellfire puffballs in Secrets of Skelos, which are a type of explosive.

Even if there are no firearms, thrown explosives should be possible. They seem to be easier to make, as you don't need to fashion a suitable barrel, which isn't an easy task.

Interesting to hear you use the rules for a non-conan setting.
I think your alchemical stuff would be a good source eg: Kothian Demon Fire or Acheronian Demon Fire.
No reason that they could not be re-packaged into a grenade type device.