At some time in the... S01E01

would choose cops

Too hard requirements for me... So close :/

Door 4 cause the cops will kill each other.

Cops because i'm Alien so they will not shot me

I'd go with option #4 Cops because you say any man or woman but Mary is "little" so she would be a girl not a woman
Yolo ftw xD

Alternatively #2 clown.. Mary is the clown?

Lava is ezpz. I used to deal with lava in my room jumping from chair to bed and back when I was kid.
And btw are you aware that SGT doesn't work for (at least) Russia anymore

Definitely 2

1.Lava that would immediately melt anyone

View attached image.

Number 2 as nr 1 and number 3 would insta kill Little Mary . Number 4 would most likely kill mary due to being shot at . But with option number 2 you could try to run away as the option doesnt guarantee instant death ;p

Considering the nature of such riddles I would say LuckyStrike1305 nailed it. Option 4 with the same reasoning

Nr 2 - for 2 reasons:

1. Little Mary is not just any person - she's the little Mary that got trapped in a castle in Costa Rica - that's got to count for something, right?
2. "clown that would beat any person to death" - so he'll die before anyone else does, beating them to death
   ezpz :p

.... a castle in Costa Rica? Sounds better than my cheap appartment.

I would stay inside and chill until the clown and cops kill eachother, and the lava and frost cancel eachother out into a cozy steam. I would then open the doors and enjoy my Castle Sauna.

Easy

View attached image.

No. 2 for sure, I already feel pity for poor clown, thinking that he'd beet the crap out of her, and would end beaten (ofcourse, if she's a far relative of mine) 🤣

You never said little Mary was a human.
In that case, 2 or 4 are possibilities.

door 2 - fist fight a clown - survival chances pretty high - no weapons involved

what if little mary is a dog?
2 or 4

Door #3. While you say it is a deadly frost, I speculate it would simply instafreeze me and I can be defrostinated later.

Uhh... any option to open 2 doors? Open doors 2 & 4, cops will deal with the clown, and Mary will flee while cops are concerned with the clown.

I'd go with Door 1. Instant death is much nicer than the other, potentially slower and more painful, options. (You never said we had to figure out how to keep her alive. ^_^' )

Door 4, so the cops shoot each other.

Wait, is it an even or odd number of cops???

3 ofc, winter is coming always

None, stay in the castle where it's safe