Re: "[Silly that] jokes about Montenegrins being lazy are going to cause World War 3" -- A line has to be drawn somewhere. If the context is jokes, maybe let it go. But if it's part of a political rant that certain people should be discriminated against or removed, then a line is crossed.
Maybe if you had the daylights bombed out of your community like in WW2, you'd have a different perspective. Fully free speech is nice, but so is being alive. Dead people have no speech.
If people valued safety over freedom, the war would not have been fought at all...the Allies would have simply signed over Hitler's gains to him in exchange for a cessation of hostilities. Oops they tried that at first. Didn't work.
I think we can safely conclude that you do not speak on behalf of WW2 survivors
Interestingly, I think the majority of citizens would disagree with the ruling. (And it was partly overturned a few decades later.)
Furthermore, the ability to state facts and opinions is important. If someone finds a culture oppressive he/she ought to be able to say it so.
One can word it based on the behaviors alone: "I don't like it when people do X and Y" versus "I don't like it when Mormons do X and Y" versus "Mormons are bad because they do X and Y". Why single out Mormons when others may do the same? The first can communicate pretty much the same as #2 and #3 without potentially offending groups. I don't think the first two should be banned, but #3 is stretching it. If I ran a discussion forum, I'd consider banning #3, perhaps first with a warning and a how-to on rewording.
If somebody believed "Hollywood is possessed by Satan", saying so wouldn't do any good. It's not objective and doesn't carry useable information. If you instead focus on specific behaviors, such as having too much violence & sex in movies, then a fruitful discussion can form without demonizing specific groups. If Mother Theresa produces movies with sex & violence, she should be held to the same criticism and standards, which should be based on observable actions/results.
Anyone criticizing should first establish the observable things (violence, oppression, whatever bias or other behavior) and then state the argument for how that is widespread in a culture, region, country, group.
To address your examples, #1 is okay as it doesn't make any associations with a culture (at least if we assume X and Y are void of such), #2 is for me the most problematic, as #3 is directly claims that a culture/group/region has a problem, because X and/or Y, whereas #2 is just singling out a culture for no apparent reason.
I will agree it may not be enforced evenly by the big social media companies. If one rants about "gun-crazy ignorant rednecks", that should be treated just as ethnically offensive as the usual culprits. The left can be hypocrites that way.
However, equal enforcement would require banning the Orange Guy.