I like the last option you listed, however I’m not sure why anyone would want to do this on an ESP when, for not much more $, you can have a full blown compute environment on a Raspberry Pi or Raspberry Pi zero. You could actually use the SmartThings RESTful API to retrieve the temperature device reading on some periodic interval and send it to an Edge LAN driver with a virtual thermostat device.
Of course SmartThings could make this much easier, just by (1) giving Edge drivers access to the RESTful API, or (2) giving Edge drivers access to any Edge device state on the same hub. 