As Enterprise Guide is a client the definitions have to be made on the server. And there are of course autoexec.sas on the server where one can define whatever is needed (SAS Admin task) for a specific environment.
Another way is to use the SAS Metadata Repository and define libraries there (per environment). Just connect to the environment specific repository and it will work.
A third option would be to have all environment specific definitions in an autocall macro (i.e. %init_env) and call this macro at the beginning of each EG project. This approach has the advantage that a SAS Admin could open one of the autocall libraries (a directory) to a user group so that they can define and maintain their own environment macro.
Do you know this paper:
"What SAS® Administrators Should Know about Libraries, Metadata, and SAS® Enterprise Guide 4.1",
http://support.sas.com/techsup/technote/ts788.pdf
And now coming back to the initial post:
It depends a bit how these EG projects are set-up and what kind of repository they use.
Considering different server names: I assume that means manual changes.
May be SAS EG is not designed as a developers tool like SAS DI Studio but as a SAS poweruser tool (and these guys have rarely to move something from DEV to PROD as they work directly in PROD).