For crypto <> bank, I prefer a CEX because I'd expect much more questions from my bank if I use P2P. They trust a registered CEX more than a random person in a random country, and I can't even blame them for that. And since it requires my bank account anyway, I'm okay with "#1".
It's not like you have plenty of options anyway. Unless you do F2F transactions with cash which is very scary for me and I don't wanna take the risks. In fact, this method would make me even more worried because I would need to keep too much attention on my transactions in order to be legally ok. It's much easier with banks and CEXs (not gonna lie). The legal framework was (and still is to an extent) very difficult in my country. I had to try to find how to be legal although it looks like the laws are constructed in a way to put obstacles in your endeavour. I mean, I wanted to declare my income and my gains from investment activities and I thought that someone was just messing with me. There were no laws to protect me and help me do it legally. Luckily, now things are better.
Anyway, let's see if they will respond to my other email.