I usually envision furries has having prehensile tails, easily able to maneuver it through a hole in clothing. Sure, maybe one's tail would need to be brushed a little after getting dressed, but nothing unmanageable. Kind of like brushing your hair after putting on a t-shirt.
As for your options, I'd go with the 2nd. When I checked to see if velcro would stick to my cat, it didn't. That one might be less problematic than you think.
I once spent some time pondering how overalls might work for a tailed character. Best I could come up with was something along the lines of a large fly with buttons or snaps. It could be opened up wide when putting it on, so an anthro wouldn't need much fine motor control in their tail.