I would add for option 2: You need to make a new blueprint Game Mode class with a base class from MenuSystemGameMode. Then set BP_ThirdPersonCharacter as default pawn there. In World settings set that new game mode.
I would add for option 2: You need to make a new blueprint Game Mode class with a base class from MenuSystemGameMode. Then set BP_ThirdPersonCharacter as default pawn there. In World settings set that new game mode.