To be clear: I am a semi-professional A/V engineer, it's not my day job but I produce pretty large shows. So it's not about getting "fantastic sounding audio". It's about getting controllable audio that scales; when you're running a nontrivial live video show; my yearly charity event is 24 hours long and typically runs 5 cameras, and between 6 and 12 audio feeds, not all of which are coming in over XLR). Which is to say that along the way I've done each of the options you outline. They're bad. (There is one moderately better one I will cover. It's not good either.)

#1: that USB mixer acts as a mixer only for inputs that you can plug into that mixer. That may sound obvious. It becomes concretely painful when you have video inputs that also have sound attached. For HDMI captures, you might have an audio takeoff or you might use an HDMI extractor, which is...fine, such as it is, but suboptimal. If you use a professional stack--my video stack is SDI-based--this is completely inadequate. If you use NDI for video transmission over your network (and my stack has a switch in it, 24 gigabit and 2 10G SFP+, in order to take between six and ten NDI streams into the video mixer), you're boned; the only option that OBS offers, and it's a bad one, is to replace your cue/monitor output (assuming you have an extra audio out in your video mixer) with the NDI output. This means you can't practically mix NDI stream output that isn't currently on-screen because you only get one cue.

2. This isn't a solution because the OBS mixer is deficient. Modifying levels on the fly is impractical because they're just local UI widgets that lack the usual affordances for mouse-driven audio control. And this could be fixed with hardware but far as I am aware (this one might have changed since I last used it, OBS is now just an NDI slave for me), you can't connect a MIDI slider controller to the OBS mixer in the first place. You definitely can't send signals back to a MIDI controller to enable the use of motorized faders, which are one of those "I can't go back, I won't go back!" things now that I have them in my stack.

3. Similar problem to #1, only in software. Redirection turns into a virtual patch bay and you end up having to figure out how to run things back and forth. And the tooling on both ends is very rarely automatable, so you'd better hope you don't lose your setup.

The best option, and it also gets you screwed over because of UI affordances, is to use obs-asio with bassasio (and yeah, this means you're using Windows, but you probably should be anyway because #3 is better with a more serious DAW option, like Ableton Live, as your audio backend). You can pull every channel off your interface and expose them in OBS and you can squint at Qt sliders to your heart's content.

Personally, I use vMix instead and have good iPad-based applications that I don't have to write myself (like I said elsewhere in this thread, I wrote this[1] to control OBS remotely, it's not nearly as good as the stuff already available for vMix!) for both audio and video switching and I can, and do, wire up MIDI surfaces for physical controls (motorized faders, etc.).

Don't get me wrong: OBS is fine if your needs are small. I got pretty far with it. When your needs are no longer small, it turns into a Jenga stack of hacks. I hang out in the OBS Discord, I think the team is very talented, but the software has trouble scaling up even to my relatively modest needs compared to commercial solutions (vMix and NewTek VT being the best options in that space, though VT is gonna cost you both arms and both legs).

Had I infinite time, I would go take a chainsaw to the entire audio stack in OBS, but...I don't, and vMix already does it capital-R Right: multiple ASIO devices, first-class mixer inputs for everything from audio interfaces to cameras to NDI feeds to WebRTC calls (seriously, vMix Call is great). And it comes with a pervasive automation suite built around multiple kinds of input devices--DirectInput joysticks/controllers, keyboard shortcuts, MIDI signals (and not just notes, but faders etc.)--with signal-returns to enable stuff like motorized fader boards (which have gotten super cheap, too). Given all that, and the lack of having to do any of it myself? $700 is cheap. ;)

[1] - https://bit.ly/buymyapp