Using substantial parts of a paper you authored in your thesis
The statement seems pretty clear and I'd suggest you are correct that the first paragraph applies. However, I'd also suggest adding the permissions paragraph (your bold) to the thesis itself as a foot/end note just to be clear to readers. Self-plagiarism is actually a thing these days.

I don't have actual experience with this, but can suggest a strategy. It seems conservative enough to satisfy IEEE given the above. 

Include your work as you like. However, don't just incorporate it, but actually quote the relevant parts of your papers, listing yourself (and others as appropriate) as author(s). This avoids the "self plagiarism" issue. You are treating your work just as you would that of another. 

You are also listing IEEE as the "publisher" of record by referencing it, so their interest in your work is preserved. 

See if there is some way to send a late draft of your dissertation to IEEE along with pointers to the referenced material, asking them, again, whether they have any objections. They may reply or not. If they do, you will have clear guidelines. I doubt that you would need to do extensive revisions even in the worst case.