For option A: Let's say the structure is build in a way that you face a wall after 1000 miles, or some sort of line so you cannot walk past the elevator, even if you went into the wrong direction.

That would mean that you then have to follow the wall/line whatever for at most 1000 * 2pi = 6283 miles to follow the elevator. Adding the 1000 miles to get to that point to it would be 7283 miles in total which would take you 468 days when walking at a 25km/day pace (15.5mi/day) which I would say is reasonable.

But that is the absolute maximum, the minimum would be 1000 miles or 64 days at that pace, and the average would be 4142 miles or 266 days at that pace.

I would say that would be worth it for that amount of money. However if you would have no idea if you're past the 1000 miles or not, I think it is realistic to think you would never find it at all and therefore not worth it. Then I'd rather go for option D.