Solubility of herbs and spices
I know that link-only answers are discouraged here, but I don't know that there's another efficient way of answering this question.  Here's a link to a document that gives basically most of the information you want, if you match it up to McGee's tables and description of chemical flavor components (e.g., pp. 389-395 in the revised edition of On Food and Cooking).  

Basically, you look up the components in McGee's table for a particular herb/spice, figure out what chemical category they belong to (terpenes, phenolics, etc.; this might require some internet searching too), then read the PDF and see what it says about solubility.  If someone else wants to do the work to aggregate McGee's table of ~80 herbs and spices each with 5-7 flavor components, they can post a better answer.  

From the PDF, you'll discover that in many cases solubility can be determined roughly by the chemical group (often something you can determine from the suffix of the chemical name).  But note that some chemical groups don't have easily generalization solubility rules.  For example, your first spice saffron has the primary flavor component safranal.  From the -al suffix, you can determine that it's an aldehyde, but aldehydes tend to have inconsistent solubility properties (and are thus not even listed in the linked PDF document, since they're unpredictable).  Smaller ones are soluble in water, but larger ones often only in alcohol or other stronger solvents.  Safranal really needs alcohol to dissolve efficiently, hence the advice you gave at the beginning of your question.

The problem is that even in doing this, you'll likely end up with a hodgepodge of advice for individual herbs/spices.  Some flavor components might be more soluble in oil, but others in alcohol -- what to do?  Use both?  Or use one and discover that the flavor isn't as "complex"?  The relative composition of these various flavor components is important too, so it quickly becomes impossible to predict the best strategy based on chemical composition.

I will just say that in general you will extract more flavor by using other solvents than water.  


Oil is generally going to do the best, which is why we think of "essential oils" for strongest flavor extraction.  (While "essential oils" are often extracted through steam distillation, oils in general are soluble in other oils.  Also, the essential oils concentrate the non-oil flavor components because they are more oil-soluble.)
Alcohol is usually second-best, and in a few specific flavor cases will do better than oil.  (But to do so, it often needs to be strong alcohol, as in most alcohol-based flavor extracts.  The level of alcohol in wine may do something, but not much compared to oil; hence people resorting the vodka for some sauces, etc.)  


Just glancing over McGee's table, I can tell you that almost everything has a flavor component which will be more soluble in oil or alcohol or both.  As I mentioned earlier in comments, that's the reason we often saute things in oil, then deglaze with alcohol, and only then move to water or less effective liquids.  Acids can sometimes increase solubility, but generally not as much as oil and/or alcohol (at least not for most common flavor components).

For example, regarding your Greek "folklore," basically all of the herbs you mention have small terpenes as their primary flavor components, whose solubility would be increased in oil or alcohol.  The lemon juice in this case is probably less effective (hence your recipe to put parsley in oil despite the folklore about lemon juice).  My guess is that the folklore may be more about using lemon as short-term preservative to keep the herbs fresher tasting, but I don't know.