You are right that (1) is impossible.
For (2), your reasoning is incorrect, for two reasons: first, the integers modulo $n$ are not a subgroup of the integers, but rather a quotient group. Second, in order to prove that (2) is impossible you'd have to show that it's false for ALL groups, not just for the integers.
You are right that (2) is impossible. To prove it, let $A$ be an infinite group and consider the subgroup generated by each element $a \in A$. There are two cases: first, one of these subgroups is infinite and isomorphic to $\mathbb{Z}$; second, all of these subgroups are finite. In the first case, you should be able to show that $\mathbb{Z}$ has infinitely many subgroups. In the second, $F(G)$ contains a finite subgroup containing each element, and finitely many finite subgroups could not possibly cover every element.
For (3), Mark has already linked to why it is possible in this question.
For (4), again you cannot prove it is impossible just by giving a single example, you have to show it is false for ALL groups. Try to employ a similar technique to how we proved (2): consider $A$ to be an uncountable group, and for each $a \in A$ there is a subgroup generated by $a$ which is at most countable. If there were countably many subgroups total, then the countable union of countable sets is countable, so...
So the only one that is possible is (3).
Remark:
The arguments in (2) and (4) generalize as follows: if $G$ is infinite, then $|F(G)| \ge |G|$.
But this is not true if $G$ is finite, e.g. if $G$ is cyclic of prime order then it only has two subgroups.