How to get significance level for ranked features?
1. univariate feature importance (that is c) in your list)

You are correct. Univariate statistics to estimate feature importance does not capture feature interactions. But they are fast and simple. 

2. model-based feature importance (that are a) and b) in your list)

On the other hand model-based feature importance estimates can capture interactions as long as the model is capable of doing so (see "Introduction to Machine Learning with Python"; Mueller, Guido; 2017; p. 238/239). Which is not the case for linear regression. 

For model-based feature importance estimates using trees there are ways to derive p-values. And at least R does have some implementations for that. Have a look at section "2.5 Importance testing procedures" in this paper The revival of the Gini importance?.