Your very first screenshot showed that you did have the device in LM. Otherwise you wouldn't have that test result. Did you include that screenshot in your conversation with support?
I do think getting the data a different way (snmp polling) is the better way to do this. Yes, you'd have to add a collector somewhere that has IP/network access to the device, but that's not usually too tough even in cloud environments.
I would not go for #4 as you already have the eventsource built and working, but LM isn't generating alerts for it.