Theme Customizer – Conditional Controls

I can suggest you another direction : why bother generating a new Control in javascript when you can create controls A and B at the first page load and hide/show them dynamically using javascript ?

If I understand well, this was what you described in option 3.

Here is a sample code to get you started :

class MyCustom_Customize_Control extends WP_Customize_Control {    
    public function render_content() {
        ?>
        <span><?php echo esc_html( $this->label ); ?></span>
        <div>The Custom Control content</div>
        <script>
        jQuery(function($){
            // hide control at first load
            $('#customize-control-mycontrol').hide();

            // bind to the event that will show the Control
            $(document).on('customEvent', function(){
                $('#customize-control-mycontrol').show();
            });
        });
        </script>
        <?php
    }
}

// instantiate the Control
$wp_customize->add_control( new MyCustom_Customize_Control( $wp_customize, 'mycontrol', array(
    'label'      => 'Custom Control Label',
) ) );

Here is a small screen-cast that shows a possible result :
Interactive Control screencast