Probably the cheapest and best option is to build more wind and not care too much if it increases curtailment.
Yes, all the things mentioned should be looked into and done when it makes financial sense but "wasting wind" is much less a thing to worry about than "burning gas", and I'd rather waste wind than waste money.
Nordstream 1 was 1222km, and Britpipe now, is 60km shorter.
Boston to Lisbon is 5100km. Churchill Falls (home of a giant hydro dam project in Labrador Canada which got screwed by Hydro-Quebec because the only via transit was through Quebec), would be just under 4000km subsea.
The transit contract expires in 2039 I believe...
It really doesn't make much sense to connect Europe and North America.
[1] https://en.wikipedia.org/wiki/Ultra-high-voltage_electricity...