Take a few courses in another university
Go by direct exchange program to the university that have bilateral
  agreement with my university (in my case, I'm not satisfied with
  offered transfer destinations, so it's not really an option)


That would be the easiest way.


  Go as an Erasmus student (not sure if I qualify being non-EU citizen)


If you are not qualified for Erasmus, you are certainly qualified for Erasmus Mundus. Just talk to the Erasmus coordinator at your university. If you are going with Erasmus they (should) have already taken care of the getting credits problem.

If all that does not work out, you could also organize it yourself. That is more work but sometimes worth it. Then you have to take care of most of the things yourself:


Funding: 3 possible sources come to mind: the country you want to go
to (for Germany that would be DAAD, but similar options also
exist in most EU countries, e.g. France or Belgium BAEF), the
country you are comming from, or your home country.)
Credit: Talk to the director of your program/ the dean of student
affairs / international relations person
Enrollment in the foreign university. You also have to apply there.