Paid consumables and App Store Terms & Conditions
Out of the three, going with the first option would be your best bet.


  Only allow access to the content that has already been purchased, without any mention that more courses are available.


As mentioned in the first point 3.1.3(a), you can't directly or indirectly target users to an alternate mechanism to purchase content.

You can let the users view other available courses, and let them get info/sample of them, but can't hint about purchasing from an alternate medium within the app (if need to, you'll have to go via Apple by leveraging In-App purchases or subscriptions).

A good way to approach it would be to think of the iOS app as a client app for media consumption and not for content promotion. Your marketing efforts should be directed to the website with the iOS app simply acting as a consumption means.

Mention the iOS app on the website, with the App Store link (once approved). Apple provides marketing resource on its website where you can obtain official App Store badges and use them to link to your iOS app on the App Store.