Thumb screws are great for a secure connection that holds up, and can be undone at any time, and takes the stress away from the port itself, since the screws support the stress, so you cant screw up the port by accidentally yanking the cable out like you can with HDMI.
USB variants? You mean mini and micro? That was so products could be made smaller and smaller, cause no one wanted a phone that had a USB B slot on it, making the phone an inch thick.
Everyone has different experiences, but in all my years of PC building and repairs, I only ever had 1 problem with a molex connector, and it was cause the pins had corroded together (PC had water damage, was seeing if anything was salvageable.)
3.5mm its old as dirt and functional, but its also flimsy. a bad bump and you can break the connections inside it without breaking it externally… Which is what happened to my last pair of headphones…thankfully they had a replaceable cable.
USB-C is a major pain in the ass. You pick up a random USB-C cable. Okay… is it a charging cable, or does it have data? is it Slow speed or high speed? Does it support thunderbolt? Who knows! Hope you label them and keep them properly separated!