But due to the first-past-the-post system, these are the only two options. The primaries are when you choose the candidates, and the election is when you choose the winner of the candidates. That’s the system you have. You really need to switch to a preferential voting system if you want to have more than two options in the presidential election.
You’ve said that choosing options 3, or 4 will send a message to change party opinions for the next cycle. But the message it sends is ambiguous at best. It could be interpreted to mean that people are unhappy with the system and demand change; but it could also mean that people are indifferent, or disengaged, or ill-informed, or have been prevented / dissuaded from exercising their right to vote. Or perhaps it could be interpreted on policy grounds: perhaps votes are unhappy with genocide… or perhaps not, perhaps they are war-hungry. Perhaps want stricter rules to control anti-social behaviour … or the opposite.
If you don’t vote at all, your message is basically just noise. It communicates nothing, because whatever message you think it sends it could also be sending the opposite. Voting third-party would be less bad, except that many third parties are exist disingenuously as a tactical way to split votes, to increase the change of victory for the party of opposite values to what the third party purports to represent.