Unfortunately those are all candidates which are conjured ex post facto to explain the "mass with no known properties" that is inferred. As you say, none of them are convincing. It's also just bad science to reach for factors that are just-so explanations of the observed phenomena.
They are not. MACHOs definitely exist, it just turns out there aren't nearly enough of them. Axions were proposed as a solution to the strong CP problem years before anyone went looking for dark matter candidates. Sterile (i.e. right-handed) neutrinos are motivated by the need to explain why left-handed neutrinos, contrary to the predictions of the standard model, have mass. Supersymmetry was originally an attempt at strong-electroweak unification.
