Q:

What was the Hyron Project?

Who were the drones in the Hyron project that you shoot. Was Megan one of the drones?
What happens to Megan?
Where will the DLC follow on from?
I skipped the credits, did I miss anything?

A:

The deus ex wiki has some useful information on the hyron project.
To answer your questions, there is no indication that one of the drones is Megan, since she was supposed to return to safety with the other scientists.  The identity of the drones is left a mystery and is likely unimportant.
At the end of the credits, there was a tie-in to the beginning of the original Deus Ex (since DX:HR was a prequel).  According to the DX:HR wiki page:

When Adam makes his choice, the game ends. In a post credits scene, Bob Page is heard talking to Morgan Everett about the Morpheus project. Megan Reed is revealed to be working for him on a nanite-virus chimera [which means that she is obviously not one of the drones]. It's also implied by the trophy unlocked by viewing the scene ("The D Project") that Adam's DNA will be used as the basis for the creation of the Denton brothers. 

