4) Pursue another title in NXT
While this may be a bit of a stretch, who wouldn't love to see something different like this? Lio Rush could pursue Adam Cole and The Undisputed Era for a chance at the NXT Championship. With everybody in this scenario, love them or hate them, this would undoubtedly be something no one would want to miss.
For the NXT Championship or not, Lio Rush vs Adam Cole would be pure excitement anyway. While not completely ideal right now, putting Rush in the hunt for the NXT Championship can't be TOO far fetched of any idea. If Rey Mysterio can win the WWE World Heavyweight Championship in 2006, and if Finn Balor can win the Universal Championship in 2016, then this is definitely possible too.
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Rush could also fight for the NXT North American Championship against Roderick Strong and The Undisputed Era with the same effect and outcome. No matter which way you slice it, Rush is meant to have gold around his waist.