From my personal experience, only option 1 is straightforward and with option 3 you will face many issues starting with incompatible paths between Windows and the Unix kinds used by msys2.
The simplest for you is to use option 1 and make sure that fpm is in the Windows Path. If you installed fpm with msys2, just add the installation folder into your path environmental variables. On my computer, fpm is installed under “C:\msys64\mingw64\bin”. Once done, just start the intel terminal and type fpm --help to make sure it is accessible.
From there, you should be good to go.