I threw them the curveball, now its on them to find a solution right?
Not really. They can try and fail to come up with a solution, and then it's up to *you* to deal with a player who can't play their character for a length of time (or, potentially, permanently - this is the Void we are talking about, honestly, when I read the first line of your post, my first thought was "OK, the PC is dead and unresurrectable, what are we going to talk about ?").
I think of your situation exactly as a lethal trap: as a GM you designed it, so you knew there was a chance for one or more PCs to fall in it and die. That's not the players' fault if they fail their RRs or perception rolls.
Let's get back to your options. I think what they lack mostly is bite - something meaningful. Maybe it's only the way you present them, but I am under the impression that this is only an occasion for an additional side quest, but that the PCs will be essentially the same (and potentially a bit more powerful) after the rescue and the favour. I am also under the impression that you consider that saving the trapped PC is an automatic choice.
And I think it does the situation a disservice and reduces their agency even more than having a PC essentially out because of bad luck at dice.
In light of that, I would refrain from your options 2 and 3.
- option 2 because it reeks of McGuffin deus ex machina and your players were not the one to come up with the idea. Additionally, you will have to find a way to dispose of the artifact after the deed, and unless you are quite creative, your players will be in their right to ask such questions as "OK, now we know it is possible to create actifacts to boost one's power, why don't we acquire a few of those - and about that, how come most powerful NPCs do not have some already - including some that they don't use anymore becaus they have out-powered them ?". Suspension of disbelief is more difficult to maintain the more McGuffins you add to a campaign (my personal upper limit is either zero or one).
- option 3 is a problem because, why would the powerful NPC wizard do them a favour that they could not repay in kind ? If they require a mage much more powerful than they are, the mage would likely ask for a favour that requires a power higher than *his/her own* in exchange. The deal is only fair if they are approximately the same level (and then it's not a question of power but a question of specialisation).
A more interesting alternative would be to have the mage require a bit more than a favour - retainer service for a length of time. "I will do what you want, but I want your complete obedience for the next five years - you will do as I say, no questions asked and no wiggling out of the deal". And then the mage sends them away to do the things s/he wants done but does not have the time or patience to do him/herself, or because s/he wants deniable assets, times and again. It makes an interesting source of future adventures but the thing is, they must feel the sting of being essentially owned for a time. No time out for family or personal matters, no refusing something because of personal beliefs or ideals - they do the deed and take the blame when appropriate.
Option 1 is essentially a nasty form of the revised option 3, but I don't like it either in the form you suggest. Once again, we are talking about a very powerful and alien entity. The entity will demand a price a bit higher than anything the PCs would accept. It will ask for obedience. It will ask for subservience, for continuing service. It can sweeten the pot a bit to push them, but basically, a demon or a god wants either minions, souls, or both - and preferably both, and will try to trick them for it (and likely succeed if they are desperate for help). If it requires only temporary service, be sure to include such a service as they would likely *not* undertake on their own free will. Furthermore, the entity is not dumb, so it will ensure that the PCs cannot weasel out of the service afterwards - it would likely require them to fulfil the service *first*, and when the service is to release a demonic entity, ancient undead spirit of a powerful magical tyrant, or god of strife, do you really want to do that *before* it has helped you, or even at all ?
The key idea is to offer them a choice with a cost: you can save your friend, but you will hate what you have to do to save them. Or you can choose not to save them, but you will always hate yourself for not doing it. In other words, do you value your integrity more than friendship ?
And *that* is an interesting quandary. True character, as the saying goes, is what you are in the dark. Regardless of their choice, they will have the scars to prove it. The consequences are more than just another adventure. We are talking about loss, about growth through adversity.
But I hope for you that you forewarned your players about the risk of arbitrary loss of character during a campaign (because of bad luck). If the social contract is agreed by all parties involved, then it's fair. If it was not the shared agreement, then you are in trouble. I know that my campaigns are not based on such a contract.
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