I would tend towards the last position myself, but it takes a lot of practise to be able to write in that form without it sounding incredibly clunky. But then the alternating approach also takes practise to do well; otherwise it becomes distracting, in that odd way where one can’t quite figure out what is wrong, just that it “feels” wrong. And alternating all three would probably exacerbate that.
I certainly agree that “themselves” is tricky, but I suspect that the only time it would become an issue would be on the occasions when someone is deliberately trying to construct a sentence to make it sound weird. Which is, in my experience, the only time this whole issue is ever a real problem anyway. 
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