You indeed did forget the most important and still the most secure: Bitcoin Core and all the other open source software where you download the entire blockchain and where you can encrypt the wallet.
Just a few additions:
Paper Wallets can be encrypted, which makes it more secure than cash, but still is open to a regular robbing with weapon use (Tell the password or die), but the main problem I think is that it can be destroyed very easy.
An encrypted wallet.dat fie can be renamed into Michael_Jackson-Earthsong.mp3 and you carry it around (or send it around). Place another unchanged and unencrypted wallet.dat file with a low amount for plausible deniabiity. There are other plausible deniability solutions like hidden partitions etc. Multiple backups make a file pretty much undestroyable.
I do not consider Core in a any way "most secure" in comparison with paper wallet or hardware wallets.Let's say user have Core on his PC,first he/she need to download 100+ GB of data and then encrypt wallet with strong password.If this user does not take care about online security(no or bad antivirus/firewall/antimalware...) it is very easy target for hackers(RAT,keylogger,malware,ransomware...).Also regular robbing will work in this case also,a gun pointing to your head will force you to decrypt your Core wallet or to give your paper wallet.
I think we can still consider hardware wallets pretty secure if they are ordered directly from the manufacturer what is possible with Ledger&Trezor.For now it is not known that someone has lost coins with hardware wallets(and that this is caused by security flaws in them),but there are countless examples of losing coins with almost all other methods of keeping coins.