Sounds to me like all your options could work. And now that you've asked, you have MORE options.
With any of these, I would go ahead and do the 2-story internal chimney, if you can get the metal stovepipe for it. You can vent a Rumford to a properly-installed metal chimney (you'll want an insulated collar to go through any tight-clearance spots like floor and roof).
Doing an out-the-wall-and-up chimney is harder to keep warm, and harder to support structurally. No guarantees that anything short of roof height would draft properly for you, so 2 stories outside is a lot colder and prone to chimney stalls from damp condensing inside the pipes.
A 2-story building typically has a lot of draft (negative pressure at the bottom, positive pressure at the top) so a rocket side-exhaust doesn't work well in that situation. Unless you get really lucky with the lee-side of the prevailing wind, and can shield it from any eddies or gusts, and even then it's likely to be a fitful performer. Not worth messing with, in my opinion.
Buckley Rumfords (www.rumford.com) has the original Rumford essay on how to build these. And they can be built with adobe. I think that's a good bet for year 1, if you want a quickie: adobe Rumford, careful attention to the throat detailing so it burns clean, and install your pipe. (The opening should be about 10x the pipe CSA I believe, but check with Buckley's site to be sure. You could also check with him about the likelihood of creosote, and how to minimize that factor. They usually burn very clean for a fireplace, but of course, that's not necessarily clean by Peter's Test-o standards.)
With all occasional-use stoves, paying close attention to good, clean priming fuels (dry newspaper or well-dried hardwood slivers, not pitchy "fat-wood), laying the fire so it burns candle-wise and not smoky, and getting your chimney warm before loading your main fuels will help a lot.
-Erica