3. Replace-by-fee to an address of your own.
This was not possible at all. OP's transaction was not RBF-enabled and importing the private key into electrum couldn't change anything.
Take note that you can replace your transaction with a new one paying higher fee only if the original transaction has been flagged as RBF.
If OP's transaction was RBF-enabled, he/she could replace the unconfirmed transaction with a new one using bitcoin core itself and without any need to electrum.