Hey Cecil, your numbers 3 and 6 sound like pretty close to the same general 'filtering' idea, and from your list are the only feasibly economical ones I think. For number 3 you could rig up a layer system inside something like a large drum or garbage can with alternating layers of gravel and sand perhaps with a screen of some type between the layers. You should be able to run the water through that for a long time before worrying about changing or cleaning the material... and it would also aid in aerating the water as a side benefit. (Get a large garbage can with wheels... make it easier for cleaning etc... pump the water in the top then plum an outlet in the side at the bottom below the 'filter' media.)
Unless you can find something that readily attracts the Ferrous Iron like you mentioned in idea number 4. You could also chlorine shock the well and then use a carbon filter to get the chlorine back out.
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