Here is a token flow graph for option 1) (scalar market maker markets)
One think that can be optimized in this variant to be more capital/liquidity efficient would be to reuse a long/short position of already decided questions for future questions.
If a decision is made traders have a long or a short position with either “yes - decision accepted” or “no - not accepted” tokens as collateral tokens. Once that decision is made the collateral token can be redeemed for the collateral token of the “parent event”. A efficient implementation could recognise that the long/short event tokens are now collateralized by the token from the parent event.
If a new decision is upcoming (and the same oracle is used for the scalar markets) it should be in theory possible to convert your general long tokens long tokens of the the two conditional market (decision accepted yes/no)