Where should a modified "pins_arduino.h" be stored for Arduino IDE compile?
Now have 2560 “full pin definition” working.  This is what I think I did:

1) Download IDE with "Windows ZIP file for non admin install " from https://www.arduino.cc/en/Main/Software

2) Download pins.arduino.h from https://forum.arduino.cc/index.php?action=dlattach;topic=200887.0;attach=60348 

3) Open the IDE distribution zip file and extract all files into the location where you want the IDE files and your sketches to reside.  Could be anywhere. 

4) Before starting arduino.exe from the extracted files, replace the pins.arduino.h file that came with the IDE, with the "all pins defined" version.  It is replaced in folder path: .../arduino-1.8.5/hardware/arduino/avr/variants/mega/pins.arduino.h

5) Place sketch within the same path as everything else (e.g. create a folder like “12.My_Sketches” inside “examples”). For example, I put my test sketch Blinky-2560 in folder path: .../arduino-1.8.5/examples/12.My_Sketches/Blinky-2560/Blinky-2560.ino

Why it worked this time?  The only difference I can see is I got the new pins file inserted in the right place before running the IDE.  It is also possible the sketch has to be in the same path as the rest of the IDE (saw that somewhere!?!?).  Otherwise I don’t think there was anything else different from what I was doing with the previously installed IDE.

Since the “all pins defined” file is a superset of the standard mega pins.arduino.h file, there is full compatibility with the Arduino ATmega2560 PCB.  It would be great if Arduino would make this fully defined pins file the standard that comes with the IDE.

Never did get MegaCore to upload the sketch after the compile.