Don will try to answer some of your questions, having been there a couple of times.

1) In David Nivers New Mexico guide, he lists Route 66 Casino at I-40 Exit 140, Laguna, New Mexico.
2) I suspect that I-40 used the Route 66 route considerably when the Interstate system started in the 50's.
3) I believe that the correct name is Route 66 Casino. It formerly was the Laguna Casino at the same location.

Hope this helps.

Reggie