The short answer to all three of your questions is no. I think there is a fundamental misunderstanding as to what Samsung smartthings platform is. It is not A processor that allows you to make local calls and upload your own code onto that processor.
Instead, smartthings is still mostly a cloud-based system. The optional hub is basically a plastic box containing a zigbee radio running the zigbee 1.2 HA profile ( and in newer models, that also runs the zigbee 3.0 profile but without touchlink capability), A zwave plus radio, an ethernet connector, a Wi-Fi radio in some models, and a low power CPU capable of running some local automations which are created by Samsung, downloaded from the cloud, and distributed to all customers.
As of this writing, all custom code runs in the cloud. There is no way to send local commands to anything except via the stock code for the specific devices that Samsung has approved for use by their customers.
So none of your three scenarios will work as you describe them. 
https://support.smartthings.com/hc/en-us/articles/209979766-Local-processing
If you are willing to use webhooks instead of local calls, you can create cloud to cloud integrations which would have a similar outcome in all three cases but would have to go first to the smartthings cloud then to whatever webserver you were using to receive the webhook and then to your local device. But this adds both complexity and some latency.
If you are interested in discussing this further, we can, but I didn’t know if that met your requirements as among other things it does require having good Internet connection 24/7.
If you want to look for some alternatives, which do run locally, I would look at both Hubitat and home assistant. Both are a better match to what you’ve described in your first post.
Those cheap zigbee devices
One more point… Some of those cheap Zigbee devices will work with smartthings and some won’t. And some will work but be problematic. (The first rule of home automation: “the model number matters.“ 
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