How to deal with a guilty feeling after graduating with very high grades as MA student?
It is not inherently unethical to "recycle" previous coursework.  It is only unethical to do so without the current professor's knowledge.

Professors may determine, based on their own teaching philosophy and the circumstances of the course, whether or not it is acceptable to reuse work completed for previous courses.  In this case, you told the professor and he consented, so obviously he decided that reusing your previous paper still met the academic standards he set.  Someone else who learned about the matter might have a different opinion, but they would respect the decision he made.

Your actions in this case were completely ethical.  There is no way they would lead to future academic dishonesty charges, let alone a revoked degree.

As for the semester abroad, your transcript will clearly show that those classes were taken at a different institution.  You'll provide those records as part of applying for a PhD, and the professor or committee considering your application will be able to consider them in context, taking into account their own opinion of the standards at that institution.  Again, everyone has complete information, and there is no deceit or unethical behavior.

As for the academic distinction, it seems pretty clear to me: your institution had criteria for awarding the distinction and you met them.  In setting those criteria, they certainly would have taken into account how to consider coursework completed at other institutions.  So again, no deceit.

Anyway, I am not sure about Europe, but in my experience, such honors are pretty meaningless in practical terms.  It will look nice on your diploma, but someone evaluating you for a PhD is not going to look at what distinctions you may or may not have received; they're going to look at what you actually did.  So it's fairly pointless to worry about whether or not you "deserved" something that, in reality, doesn't convey any practical benefit.