How to access recent files or folders in Finder or in file dialogs?
Yes, there is a way, although a commercial one. It will cost you $34.95 and AFAIK there are no competitive solutions.

The Default Folder X program wraps the dialog boxes with it's own frame allowing you to navigate to: a recent file or folder, a folder you configured as favourite, a folder that you used recently with a particular application.

So it fits into all of your three scenarios. Additionally you can open recent and favourite places in Finder by using the icon in the menu bar.