#2 Worst Option: Brock Lesnar
I can totally see a scenario where Lesnar somehow loses the WWE Championship before WrestleMania 36 and then somehow gets thrust into the Universal Championship picture again. He was originally supposed to be on SmackDown for FOX, but that lasted all of a few weeks.
A way to have him rejoin the blue brand could be to simply show up and say "I'm back on SmackDown". It's not really different from he and Paul Heyman "quitting" SmackDown simply because they wanted to chase Rey Mysterio, a member of the RAW roster. Well, that's done and Lesnar's back in his cave waiting until the Royal Rumble.
A top AEW star just called one of his colleagues 'spoiled' and 'narcissistic' HERE.
Another scenario that WWE could book (but shouldn't) would be to have Lesnar fall to whomever he faces at the Rumble. He could then enter the battle royale and win the match to set up a title bout at the Show of Shows. Instead of going after whomever took his WWE Title, he could buoy himself back to SmackDown since that is where he was originally drafted. Some recent speculation also hinted at a possible Wyatt/Lesnar showdown, but plans can certainly change.
I think this would be a mistake but WWE might do whatever they can to keep the Beast both under their umbrella and happy. Holding a major title seems to be the only thing in WWE that keeps him content. Dethroning The Fiend would hurt his mystique since Lesnar has basically toppled everything and everyone else in his path. The Fiend needs to keep his mystique for a long time and he should only lose it to someone else who could use the rub more than the Beast.