Genesis: How to add content after aside and before the content-sidebar wrap

If you look in lib/structure/layout.php, towards the bottom, you’ll see:

add_action( 'genesis_after_content', 'genesis_get_sidebar' );
/**
 * Output the sidebar.php file if layout allows for it.
 *
 * @since 0.2.0
 *
 * @uses genesis_site_layout() Return the site layout for different contexts.
 */
function genesis_get_sidebar() {
    $site_layout = genesis_site_layout();
    //* Don't load sidebar on pages that don't need it
    if ( 'full-width-content' === $site_layout )
        return;
    get_sidebar();
}

This adds the sidebar, at the default priority 10, to genesis_after_content.

As such, if you want to come after the sidebar, but but before the closing tag of the content-sidebar-wrap, hook your code into a later priority e.g.

add_action( 'genesis_after_content', 'gmj_add_custom_div', 15 );
/**
 * Output a custom section, after primary sidebar, but still inside the content-sidebar-wrap.
 *
 * @link http://wordpress.stackexchange.com/questions/233093/genesis-how-to-add-content-after-aside-and-before-the-content-sidebar-wrap
 */
function gmj_add_custom_div() {
    ?>
    <div class="custom-content"></div>
    <?php
}

The important difference between this, and your Fail #1, is the priority of 15.