Your baby is adorable, love your avatar. Yes, you have come up with several ways to do it. When Joey is wearing clothes, it's generally around the house, not just walks, and the clothes go on first and the harness over that. I use the Buddy Belt harness and it's easy to adjust to go over clothes, you just select a different hole. Any of the other suggestions you named would work too, if you don’t want the harness to show. You can buy some d-rings online, and sew to your favorite outfits, I found some really small ones here, and they are smaller than what you can find at Michaels or Joanne’s, and much cheaper.
D Rings, nickle plate, 8 sizes, 2 styles, Welded or Cast You could make a slit in some of the clothing, but it would be good to stitch around the hole, so it won’t rip.