Yes, the graphite battery is designed for the thumb screws. I don't mind those because your battery will never come loose. But, the fig disadvantage is for me was losing one of the thumb screws. The third item on your list the 4-40 screws with the holes for a body clip are a good alternative if you can find them. They take a very thin body clip.i
I just gave away probably a half dozen of the 4/40 round blue aluminum thumb screws about six months ago, everything I use now is 3mm, I don't think I ever lost one in probably 10 years of running B4's and SC10's ...
Should be no problem finding the SHCS with holes, there are a couple on eBay with the part # of the link I sent, but that particular one is only 3/8" long, so I would just take the 4/40 SHCS of the length you need and drill the head out for whatever size pins you intend to use ...
