I know this is intended for cake baking questions but I figured many of you guys would be familiar with pastries as well.

I'm making mallorcas, a sweet bun pastry. If I want to freeze some for convenience, at what stage should I freeze them? I'll describe the back part of the recipe.

---

The dough has proofed. Divide dough into appropriate amounts, and shape into nautical bun shape. Brush with melted better right before rolling into nautical bun shape. Cover loosely with greased plastic for 2 to 2.5 hours, until doubled in size. Bake in preheated oven.

---

In my eyes there are 3 possibilities:

1) right after shaping

2) after final proof (right before I would've put them in the oven)

3) after baking 

And if I froze uncooked, how much extra time should I give it to properly thaw and proof when I am ready to bake them? Thanks for any insight!

You can freeze after shaping or after baking.  Rather than after the final proof, I prefer to freeze after the first proof, allow the dough to thaw, shape and proof for the second time.  It really doesn't matter, just your personal preference.  I never paid any attention to how long it took to thaw, a couple of hours I guess, less if it has already been shaped into individual buns.

I feel like there's probably a difference in freshness if I froze uncooked versus baked... That the uncooked would be best quality. Or does freezing eliminate that?

I keep baked bread frozen all the time and it stays wonderfully fresh.  Of course, if you freeze the dough and bake right before serving....well, you know....fresh baked bread!  Nothing like it.  It just depends upon when you want to serve it.  I like to bake multiple loaves at a time so as to always have fresh bread as gifts or visitors, and the freezer serves that purpose for me.