This one is a font, I found it here after a little bit of searching - http://www.twopeasinabucket.com/shop/jennifer-mcguire/26428-font-mister-giggles/

Any fonts used for embroidery (like on the links you've sent) usually come from a font that is then digitized with embroidery software. I'm just trying to figure out what the original font was on a few of these