3) and 4) are essentially subclasses of 1) and to solve 1) one needs a typesystem like in Koka or PureScript where code is polymorphic regarding effects so introducing new one without breaking existing code is possible. PureScript uses that to precisely model JS exceptions.

As for 2) the exceptions are not zero-costs even with modern implementations and profile-driven optimizing compiler makes the runtime cost of wrapping/unwrapping low.