I have been recently working on these genomes and to my knowledge, there are no better annotations available. For genes that are not annotated, you can only call your regions with the genome coordinates.
In general for chimps, I found that the panTro3 is the best annotated and assembled genome (I would work with that one). The Pan paniscus is not well annotated. And I don't know of any better resource for the Neanderthal genome.
It would definitely be great and worth to have the genomes of all the hominids well annotated. And if anyone has more information, I will also be happy to know about other potential resources.