I'm led to define a promonad in $\bf D$ as a monoid in the category of endo-profunctors of a category $\bf D$, where the product of two profunctors is their composition as profunctors: $$ F\odot G := \int^D F(-,D)\times G(D,-) $$ Is this theory developed in a general fashion in any book/article?
In the case $\bf D$ is small discrete, promonads in $\bf D$ correspond to small categories having $\bf D$ as set of objects, which I find quite astounding: can this result be generalized to the case where $\bf D$ is any small category, leading to a notion of "thick" category? What's the intuition behind this structure?
And how can I recognize in $\text{Pro-Mnd}(\bf D)$ various categories I can obtain from the set $\bf D$ (the discrete one should correspond to a "trivial" promonad, the maximally connected groupoid to another promonad which I'm not able to characterize)?
A promonad 'in' category $\bf D$ is the categorical correspondent of an algebra over a ring $R$.
I prefer to look at profunctors $\ F:{\bf A}^{op}\times{\bf B}\to\bf{Set}\ $ as their collages: considering the elements of each $F(A,B)$ as 'outer arrows' (heteromorphisms) from $A$ to $B$, thus giving a bigger category which contains (disjointly) $\bf A$ and $\bf B$ and these heteromorphisms.
The heteromorphisms of the composition $F\odot G$ are just the consecutive pairs of heteromorphisms (quotienting out by $\langle f\beta,g\rangle\,\sim\,\langle f,\beta g\rangle$ for $\beta$ in the middle category, as a kind of tensor product).
Then, an endoprofunctor $F:{\bf D}\not\to {\bf D}$ contains the same objects as $\bf D$ (each one twice), and possibly heteromorphisms among them. A monoid structure adds an associative composition operation $F\odot F\to F$, and an 'insertion' $\hom_{\bf D}\to F$, representing all original $\bf D$-arrows as actual heteromorphisms in $F$ (note that this is not required to be injective). This yields to a category $\bf F$ on objects of $\bf D$ with the heteromorphisms of $F$ as arrows, equipped with the 'insertion' functor ${\bf D}\to{\bf F}$.
So, in this view, a promonad over $\bf D$ is just another category $\bf F$ on the same object class equipped with a functor $U:\bf D\to\bf F$, which is identical on the objects:
If such is given, form the profunctor $F$ so that $F(A,B):={\bf F}(A,B)$, for morphisms $\gamma:A'\to A,\ \ \delta:B\to B'$, define $$\ F(\gamma,\delta):= f\mapsto U\delta\circ f\circ U\gamma\,,$$ the monoid structure is coming from the composition in $\bf F$, plus $U$ as the unit.