I posted this question in MSE some weeks ago and got no answer to any of the questions, so I post it here to see if someone could help.
Following the spirit of this question, I developed a program to check how many permutations of the digits of consecutive positive integers from $1$ to $n$ were prime numbers (allowing leading zeros). For instance, if we call $S(3)$ the set of different permutations of the digits of consecutive positive integers from $1$ to $3$, $S(3)=\{123,132,213,231,312,321\}$.
For similar reasons to the ones exposed in this partial answer I gave to the question cited, $S(n)$ contains no prime number for $n\neq 3k+1$, as the sum of digits of any permutation in some set $S(3k)$ is divisible by $3$ (and by divisibility criteria it follows that such permutation is divisible by $3$ too), and this in turn implies divisibility by $3$ of any permutation in some set $S(3k-1)$.
Therefore, I have focused only on the sets $S(3k+1)$. Let us call $P(n)$ the subset made of permutations of $S(n)$ that are prime numbers. I found that $$|P(4)|=4$$ $$|P(7)|=534$$ $$|P(10)|=2808500$$
I have not been able to calculate the cardinality of more sets $P(3k+1)$, as my computer runs out of memory for bigger sets (it has to check $(3k+1)!$ numbers!). However, I have come up to the following
Conjecture
Let $D(3k+1)$ count the number of digits of consecutive positive integers from $1$ to $3k+1$. Then,
$$\lim_{k\to \infty}\frac{(D(3k+1)-1)!}{|P(3k+1)|}=1$$
It is a "bold" conjecture, as I only have three data to support it: $$\frac{(D(4)-1)!}{|P(4)|}=1.5$$ $$\frac{(D(7)-1)!}{|P(7)|}=1.34$$ $$\frac{(D(10)-1)!}{|P(10)|}=1.292$$
It would be great (i) to have more data that helps to strengthen (or discard) the conjecture, (ii) to have an insight on the reasonability (or not) of it, and (iii) of course, if there is some literature on the subject, more than glad to hear of it!
Thanks in advance!
EDIT
I share the Python code I have used to calculate $|P(3k+1)|$ for $k<4$, in case someone with more computational power than mine could calculate it for bigger values of $k$:
import itertools
import functools
from sympy import isprime
i=10
list = []
def get_digit(i):
if i < 10:
list.append(i)
else:
get_digit(i // 10)
list.append (i % 10)
for j in range(1, i+1):
get_digit(j)
def prime_permutations(i):
l = itertools.permutations(list)
n_primos=0
for x in l:
number = int(functools.reduce(lambda sub, ele: sub * 10 + ele, x))
if isprime(number)==True:
n_primos = n_primos+1
print(number)
print("El número de primos en permutaciones de", i, "elementos es", n_primos)
prime_permutations(i)