Turbotax doesn't handle 1040NR, so any instructions about Turbotax, even if correct, aren't relevant for you.
This actually covers " Do Non-U.S. Citizens Living Abroad Pay Taxes on Money Earned through a U.S. Internet Broker? " You aren't living abroad, so it doesn't apply to you.
The correct answer to this question, and many other questions about US taxation of aliens which may also apply to you, is in IRS Publication 519 US Tax Guide for Aliens (also downloadable in PDF from the parent page linked at the top). (Note this publication, like many, is revised each year, and most 2020 revisions aren't available yet; in a normal year they mostly dribble out over the period November through February, but I don't know if COVID will alter that this year. Even assuming thing work as normal, according to notes I have kept, p519 tends to be among the later/slower ones. However, these provisions are very unlikely to change.)
An ESPP is granted in return for employment, so as you correctly note the benefit you receive because the grant is below market is reported and taxed like wages. But once you exercise it you are considered the same as any other investor, and capital gain on stock you sell as a non-resident alien individual is considered 'not effectively connected' (NEC) and covered by Sales or Exchanges of Capital Assets. Ignoring some special cases that don't apply, you are subject to the '183-day rule':
... If you were in the United States for 183 days or more during the tax year, your net gain from sales or exchanges of capital assets is taxed at a 30% (or lower treaty) rate. ...
Reporting. Report your gains and losses from the sales or exchanges of capital assets that are not effectively connected with a trade or business in the United States on page 4 of Form 1040-NR. ...
If you're doing an OPT, I assume you were (or will be) here at least 183 days.
A bit more specifically see the 1040NR instructions (again the 2020 version isn't out yet) at lines 9 and 16-18 of schedule NEC (which is the page 4 referenced by p519):
Include these gains only if you were in the United States at least 183 days during 2019. They are not subject to U.S. tax if you were in the United States less than 183 days during the tax year. In determining your net gain, do not use the capital loss carryover. Losses from sales or exchanges of capital assets in excess of similar gains are not allowed. Enter the amount from line 18 on line 9. If you had a gain or loss on disposing of a U.S. real property interest, see Dispositions of U.S. Real Property Interests, earlier.
This part of schedule NEC effectively substitutes for the (somewhat more complicated) reporting a tax resident (1040 filer) would do on form 8949 and Schedule D, and the related computation worksheets.
This is your option 3.
Note I can address only your US obligations. The fact you must file and pay in US does not automatically mean you don't file and/or pay to your home country. Filing depends entirely on your home country laws, and actual tax depends on your home country laws as modified by the tax treaty, if any, between your country and US. Both of these vary quite a lot depending on country, which you didn't identify, and most of which I don't know about anyway.