1. People are saying not to use P2SH-P2WPKH addresses (the ones that start with 3) but to use bech32 native Segwit addresses starting bc1.
Hmhm, I don't really see a question here.
2. You can't sign messages with Segwit addresses that was created with Green Address or Greenbits because they are multisig addresses? {This might create problems in the future, when you need to sign a message}
This might be an issue, especially if the user has changed email/password and it might look like a hacked account. This is why I would recommend using a ledger or a bech32 address (which you can sign messages with)
3. People cannot check bech32 addresses over blockchain.info's explorer, they will have to switch to btc.com explorer. {Some people might use Blockchain.info and think that they were not paid, which would lead to frustration for campaign managers.}
Not sure if this will an issue, people can just open their wallets and see an incoming transaction.
4. Most common exchanges did not implement SegWit. {cashout problems?}
Maybe. Not sure what to do with this.
So what do we use? P2SH-P2WPKH addresses ? / bech32 addresses / Multisig addresses?
Any of them is fine, but bech32 address and ledger wallets are recommended. Mostly for signing messages.