Scenario one:
I only see her getting killed accidentally. even if so, the German occupation would be completely different, presumably without even the pseudo-government of department heads as was the case in OTL. I wonder what will happen with the government-in-exile in London; I'd wager Prince Bernhard would compete with the exiled ministers for power.
Scenario two:
They put here away somewhere under a tight watch, like they did with other troublesome prominent people (such as Hendrikus Colijn). No chance at all of her trying to cut a deal with the Nazis; that would be against her very nature. She would sooner die than accept defeat like that. She took her job as Queen and thus national figurehead very seriously.
Scenario three:
She probably would end up getting caught. She did really love the people in the resistance, though, taking every possible opportunity to communicate with people in it and those who took the voyage to England, preferring them to the squabbling and divided ministers who exiled away with her. Before the war, the Netherlands was very divided along religious and political lines; in OTL Wilhemina saw the war as a possible way for a political renewal of the country, were the new leaders (EG, former resistance leaders) would form the new government, under her nominal popular leadership. Things didn't exactly go that way in OTL, of course; the 'unification' of the Netherlands took a while, and even now the division in Dutch society can still be very strong.