I think it is unlikely that we get colossus without going oracle, but I think we'd lose it before we invested much in the build. It wouldn't be harmful to poke at it and if you wanted to be a jerk a couple triremes would probably be a lot of fun on this map, especially if they got out early (in fact, oracling metal casting then building triremes instead of colossus could be a whole lot of fun). I'm just not sure about the value of colossus, especially if it turns out that the next island over has rivers.
I don't see 3a as much of an option. I've done good things with the carthaginian UU from time to time, but in general it is expensive to research and build and doesn't really strongly counter anything, especially in small numbers where the retreat bonus can't be used to full effect.
I still like stonehenge, like I said in the other thread, for the happiness in every city. I feel like the opportunity cost of it is pretty low as well. You lose ~a settler, but at the same time grow the capital to a pretty healthy size early. As I said in the other thread, ultimately as a charismatic leader you probably want monuments everywhere, it's just a question of whether you want to build them manually or with stonehenge. By your 4th city, stonehenge has broken even on hammers empire-wide while concentrating that production demand in a higher production city and given the capital something worthwhile to build while it grows early in order to make use of high value bonus squares.
The way I see it, there are no chokepoints or resources we are racing to grab with our first few cities. We will almost certianly fill our island up with 2-3 (I think 2, but 3 can be argued for) more cities then send a galley with a settler in it to build our first city on this other island. That's a key point in our development that we'll cross no matter what. Along those lines, we should look at options in terms of:
1. How soon do we get to that point.
2. What other things of value have we accomplished at that point.
From a researching point of view, building stonehenge is not much of a setback at all with mysticism costing something like 70 beakers. More importantly, I think growing our capital to size 5 by building stonehenge before we spend turns unable to grow building settlers/workers means that #1 is about the same for building stonehenge or going straight into settlers/workers after the workboat explorer. For #2, we've built stonehenge. Other paths up to that point might leave us with an earlier start dropping an explorer on that other island if we went for sailing and built a galley early (and a galley already built to ferry that settler across), a warrior or two and a granary if we went for pottery, or a more spread out population if we tried to spam out a couple settlers from a low pop capital (I'm not sure that has any value).
If I'm right that, without any pressure to rush to any choke point, growing the capital before churning out workers and settlers lets us build something without any downside, that just leaves the question of what to build while growing the city. Priesthood is too deep too spend the time building oracle. We could get sailing in time and build a galley. We could get pottery before too long and build a warrior or two (which would be well used) and a granary. We could get stonehenge or part of pyramids. Those are the options as I see them.
