All those leaks contribute to the externalities of natural gas. I don't know the relative contributions between extraction and distribution, but leaks in the distribution network are also a problem in Europe [1]. It's certainly true that extraction leaks can be so substantial as to make shale gas worse than coal [2] (twice worse over 20 years!).
Landfills (and agriculture) are big sources of methane. I think this is a pretty good start to figure out what the EU is doing to reduce all sources [3].