I'm a jet pilot (A320) so I'm not that familiar with turbo-prop procedures but you never shut down an engine unless you really really have to. If you shut down one engine you loose about 60-70% of your aircraft power.
And as a pilot you can not predict what's going to happen so you follow your checklists and procedures as they are written and nothing more. It's not up to you to start experimenting and preparing for any "perhaps". You follow the procedures and thats it...
Regarding the power for go-around, the aircraft can fly with 1 engine and it can make a go-around with 1 engine but with a reduced rate of climb but it is approved and certified for it.
Regarding the parts penetrating the fuselage. Most turbo-prop aircrafts has a strengthened structure abeam to the propeller, but this is mostly to defend the structure from ice being thrown of the propellers.
From my point of view (having seen the movie) I thought the pilots made a very good decision to burn off as much fuel as possible and regarding the landing it was a good landing...
If the landing gear is going to collapse it's not much you can do about it... not with an aircraft that has such long landing gear legs anyway. I'd prefer an aircraft with the landing gear attached to the main body, it would create less of a yawing moment incase of a collapse, but this is of course pure speculation...
/Tim