I typically don't drill first, because I use a water based finish. McCreed uses an oil based finish and always drills first. If you plan to do that, reading his posts might be a good idea.

I personally would not hesitate to use a screw that is a little big, even if it meant using a dowel once finished. As long as your strap button completely covers the dowel no one but you will ever know it's there. That would not bother me, but if it bothers you because you will know, then it's a factor (and you will not be alone ;-) ). That said, any of the screws you showed are probably adequate to bear the weight, which will not be all that much with all the hardware off.

I'd probably use the black screw, because I would be more afraid of the guitar getting jostled and falling off than I would be that the screw will pull out. I would not want to use an open screw unless it was really big for this reason. With a smaller screw, I'd rather have one like the black one or even an eyelet.

Your idea to use a carabiner to secure the hook/eyelet to the ceiling eyelet is a good one, I think. It's bigger, and will provide a much more secure way of mounting and removing the guitar from the rope and eyelet than fiddling with the little device on the hook.