...it would be pretty weird if they leave it with an unresolved plot of Thor believing mjolnir destroyed.
In all likelihood they will tie up all loose ends, and the movie (the main film) will end on a satisfying note with all the plot points having some sort of resolution....if Thor just mistakenly believes his hammer is destroyed due to Loki's deception, they will not leave that bit unresolved until Avengers 3 (or 4). The reason why Thor ends up in space, drifting sans hammer will likely happen during the post credit scene.
Assuming Loki projected some sort of illusion to trick Thor into thinking the hammer is destroyed, it would be a case of "been there, done that", since they already did that in Thor Dark World (projecting an illusion of Thor's hand being cut off by Loki), and would be viewed by audiences as a cop out.
That makes a great deal of sense, with the hurried pace of movie the end credits might be a good place as any for reveal. I read the small portions of Avengers 3 and maybe that is why Thor is owned by Thanos is he was is still sans Mjolnir. Thanks for all the help to everyone.