I'd go option 5 too.

Having done similar routing in the past MANY TIMES I always factor in positioning flights into the total cost. As others have said this is much bigger than you and the last thing you want is to contribute to hardening of policing.

Stump up the cash and do the extra leg. You're saving a heap of cash already and it's now your obligation to fly the extra segment.

Airlines are not silly. They track people who don't complete the journey. Do it multiple times and you might find it's a breach of a policy you agreed to somewhere. Wouldn't surprise me if you were denied boarding one day until you met your financial obligation on a past ticket. It will happen one day if people keep skipping the last segment...