The Zoom should work well in all your scenarios, but with the 3rd scenario, you'll want to make sure your level at the input of the Zoom isn't too hot (that would be the case for any type of unit in that chain).
I think the Zoom will compare very favorably to the Helix/Line 6 stuff, especially with regard to dynamic response which Zoom has always been good at, and the B2 Four is even better.
I can't comment on the OD's, as I don't use them. The compressors are very quick & responsive, and sound great on bass. I like the amps and cabs. They're a bit humpy in the lows (probably just like the originals). All can be tamed with EQ.
I think for sound you'll be happy. It's fairly straightforward to use, but has quite a few limitations.
Sounds good, thanks for the thorough response! I had a B1 four as my first pedal years ago and enjoyed it, the B2 seems to check all the boxes for what I'd need nowadays but I wanted to confirm.