1) i prolly wouldnt put localised heat (welding) into an output shaft on something i own, but if its yours...yeah fuck it, give it a go
2) that`ll work and shaft material is not weakend, will still use a decent sized nut, prolly my choice of all the "fixes"
3) NO...your sprockets will fuckout your splines over time,not a very long time either, sprocket is locked up for a reason
4) yep that`ll work too, wont be able to put the sort of weight on it like the original set up, but for keeping a sprocket snug against the shaft, will suffice i guess (i wouldnt be happy with it initialy but then would prolly forget about it and not give a shit unless it failed)
5) THIS best option, even though most of these are viable^ they wont be as strong as per factory and a 2nd hand trans on here goes for about a $100
just my 2c