I agree in full.2. sounds interesting, but few questions where do you plan to bank with the Dubai company, in which jurisdiction?
Some extra questions:
A. If its within EU, it might be hard to open bank account for that company and if you do you must be declared as UBO in your country.
B. If you are going to bank in Dubai with the Dubai company your customers might (or at least some of them) have hard time wiring the money, if you will be working with wires at all of course.
Give us some more details about that, so we can figure out a working model. Because some of them work in theory and when you go to the first bank with some unusual setup they treat you like a criminal and show you the door. Happened to me with HK company wanting to open bank acc within EU.
Even with EU company that is owned by foreign company some banks give you hard time or require lots of extra documents. Happened to me personally as well.
In addition: @drain, note/remember this https://www.offshorecorptalk.com/goto/post?id=324854. The US Sales Tax Problem is really an issue.