I’ve got the same problem. Right now the user has to put the files in a folder in the Game Root Directory. There i can access them and fill a combobox with the names.
But this cant be the final solution.
The only solution i found so far looks like your option 4 ( A new, community-hosted Unreal Engine Wiki - Announcements - Unreal Engine Forums )
I’ve tried also a Drag n Drop Tutorial without success: (https://headcrash.industries/reference/hooking-into-the-windows-message-queue-in-ue4/ )
I will work on your Option 2 and answer back, if i come to a solution.