Indeed, you're right. I missed that obvious detail at the documentation page, sorry about that. I'll fix, but in the mean time, here are the URL for each option:
2. Purge all cache (Administration > Development > Purge all caches).
3. Change the Use slash arguments option (HTTP --Administration > Server > HTTP).
The site shows how to enable, so one needs to do the opposite.
The Theme Selector page is at:
Yes, this has been a particular, unsolved problem for some time. Given the many possible factores, so far there isn't a clear-cut solution. Sometimes an option works and sometimes it doesn't. I once solved it by downgrading FireFox, go figure.
Have you tried the "You should also" options?
1. Enable Debugging (Administration > Development > Debugging).
2. Check if your browser is showing some warning or error indications (watch the status bar).