For follow-up discussion and general commentary on the topic. Comments are sorted chronologically.
Reading Ephesians 2:20-22 Hebrews 12:22-24 Colossians 1:15-20 and other epistles, I understand that the Kingdom of God is the Body of Christ, He is the Head of the Kingdom and He is the cornerstone who joins Jews and Gentiles together. This is the gospel of the Kingdom. So the third interpretation is the best one. Jesus was physically among them at that time.