I am going to consider all text as Lorem Ipsum, for I can't make anything out of it. This gives me a great opportunity to look at the design pattern without getting influenced by the textual content.
First of all, you are placing different visual styles together and expecting a one size fits all answer, which I believe will not be possible. A couple of examples you cited have buttons that denote selection, and couple create a impression of a tabbed navigation. These two are different modes of navigation.
I would most certainly avoid the first way. It appears disabled and there seems no visual relation between the content and the buttons. The second one has tabs and buttons both, The fourth one is definitely better than the second one. Out of these designs, I would prefer the third one. It is less flamboyant, and provides a visual distinction of selected vs other options.
When you say it is for a game, that does not discount it from being usable. Although you might be thinking about more contextual depiction considering the nature of the game. Still the buttons need to have affordance, unless you are aiming for low on discoverability for some game elements (which is a valid thing to do for a game).
Here are some other places you might be interested in.
- Toggle button vs Tabs
- Too many tabs?
- Bootstrap navigation (for different ways of tabs vs buttons)