Two questions:
1 .Are there already paper wallets available for waves?
-Dont know about this one but why dont you try creating your own words as a seed perhaps it will work i dont know.

2. Any news about any possible upcoming 2 factors auth for wallet? Perhaps for the next release of the DEX?
-Maybe they will implement 2FA soon but not for now because they are really busy on other things.

while waiting for responses/answers, I will add two more questions
3. Is it possible to generate vanity address? if yes, how to import using privkey?

-try this one it is created by bcdev
https://github.com/bcdev-/waves_vanity

4. are there good faucets like btc that we could claim hourly? and waves dice games yet?

-Try this faucet site you can claim here every hour. For the dice game I think there is nothing as of now.
http://www.wavesgo.com/faucet.html
http://faucet.wavesgo.com
http://freewav.es/
fortunetoken.wavesdrop.com