Making a neat, cost effective, efficient job of supplying 24VDC and 5VC
Option (3) with a buck convertor module to 5V. 

But the external brick need only be 24V 3A (not 5A).

Why? 5V * 2.5A = 12.5W. An 80% efficient buck converter will consume about 16W (or 2/3A at 24V) releasing only about 3 to 4W as heat inside the box. This is likely to be much less than the dual supply would release.

Added to the 24V 2A requirement gives inconveniently slightly more than 24V 2.5A, so you need to round its current up.

Option 1, while viable, requires more space in the enclosure, and leaves you to do the mains wiring and deal with any safety approval issues that may be relevant.