Your "thoughts" as you describe them are pretty far and afield, hermeneutically. A literal interpretation of the word through is not the way to go. Through is a preposition that can be used literally or figuratively.
Literally, the word denotes a piercing or a penetration, as you observed in your "thought" number one. Figuratively, the word conveys a different kind of through. For example, a runner in a race might pull ahead of the competition by running through a pack of runners. The runner could go around the pack but chooses to go directly through the pack.
I suppose you could say the runner penetrated the pack of runners, but even then, he penetrated the pack by getting ahead of them straight through instead of going around them. Here is another figurative use of the word through:
[A boss to an underling who is eager to try a new procedure the boss approves of but wants to be kept abreast of his underling's progress]: "OK, run with it, but be sure to run through me any expenditures you might incur."
In other words, since the boss ultimately has the final say in what goes on in his department, his underling has to go through him for progress updates, and particularly updates about any expenditures the new procedure might incur.
Regarding God's role in Paul's doxology in Romans 11:33-36, God (or "the Lord," as in verse 34) is like the "boss" in my example. With God, however, everything goes through him. Even God's Son, whom the Scriptures describe as the person through whom all things were made (see John 1:1-3), submitted his plans for--and acts of-- creation to and through God his Father.
Not that Jesus was an "underling" in the sense of the employee I describe above, since Jesus was and always will be co-equal with God. Jesus, too, is God, but because he loves the Father and delights in doing those things that are pleasing to his Father (John 8:29), he goes through him in all he does and says.
Perhaps the closest we come today to describe in human terms what the Father-Son relationship is like within the Holy Trinity is to describe the employee-employer relationship as a reporting relationship. Certainly, the phrase "a reporting relationship" confers more dignity upon the employee than the word superior, as in "Mrs. Green is my superior where I work."
In like manner, there is a reporting relationship between Father and Son, not as a superior to an inferior, but a relationship characterized by love, willing submission, and perfect equality. Jesus put it this way: "I and the Father are one" (John 10:30).