As I said, I am uncertain about whipping. The most satisfying for me would not be something requiring more crazy micro but a real downside to the slavery civic, more than random slave revolts (which are to my knowledge independent of the frequency of whipping), e.g. that slavery could never be combined with some advantageous civics in other columns or so.
But "building wealth" and failgold were definitely different not only in older CIV games but even in vanilla CivIV!
Of course, as it is *now* marketplaces etc. are too expensive because building wealth is cheap and easy. But one could make them less expensive and have a 50% penalty for "building wealth" (I think this penalty applied in vanilla CIV), one could even make a marketplace the prerequisite for a city being able to build wealth. This would make building wealth a very occasional thing.
For wonders, I think the best would be "failhammers" with a penalty. IND would still make you more productive but when missing a wonder you would have have (50% or so of) the hammers invested for building something else. No gold. Sure, it would still make IND leaders able to build big non-wonder-buildings cheaper by first investing in a wonder. But with 50% or so penalty this again would be very occasional.
For national wonders, as I said, IMO the best would be no consolation price. If you change the city where you build it, you lose the hammers other cities invested as soon as it is finished in one city.