Hi @mags this issue is on the radar. Unfortunately, at the moment Shipping Methods and Payment Methods are set at the enterprise level, not filtered out at the Order Cycle level. There are plans to overhaul the way Order Cycles are setup in the not too distant future and this issue will be addressed as part of this overhaul, but it could be some time until this happens. @oeoeaio has said he could spec out a small fix for this in about 1 day, however it’s a question of whether it’s a big enough priority?
The solutions you’ve mentioned above are the best options at the moment unfortunately. One other idea is to put messages in bold in the shipping method descriptions saying ‘Delivery for SUBSCRIBERS ONLY’, but of course customers can miss/ignore these messages.
Here’s the beginning of the discussion to overhaul order cycles if you’re interested to know more. Order Cycles 2.0 / Schedules