If you have access to the Ansys nCode DesignLife embedded Add-On, I strongly recommend using it. It is the simplest and most correct method. You just need to run the preload and preload+external load cases in Mechanical and specify Time Step loading in DesignLife with both result sets selected. Note: You can also include additional loadings if appropriate. DesignLife will internally determine the mean and alternating stresses from all selected result sets. You can then specify any applicable mean stress correction method (Goodman, Gerber, Interpolate, etc.) and DesignLife will apply it.
For the 2nd option, yes you need to manually create new S-N curves that include the effect of mean stress. I am not recommending this method, but it is theoretically doable.
For the 3rd option, you need to apply whatever combination of two loadings that produce the desired Salt and Smean using the FT equations. I suspect that is +/- ½ the applied load, but I did not thoroughly check the math.