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Here's something you can tell people to make their heads spin:
The commutative monoid monad is a commutative monad.
Here is a blog article I just wrote, with a bunch of questions in it:
Regarding Puzzle 1, the composite of two commutative monads ought to be commutative if the distributive law is monoidal (i.e. a distributive law in MonCat). At the very least, it ought to be a monoidal natural transformation, so I don't see why this would hold in general.
Thanks! Sam Staton's reply and my comment thereon shed some more light on this puzzle.