I suppose for set -e I could trap signals, but the others I have no clue.
For completeness:
Sorry, there's no equivalent of any of those options in fish! If you are interested in seeing them added, the issue tracking them is at https://github.com/fish-shell/fish-shell/issues/805
As you are surely discovering, fish is aimed more at interactive use than scripting. It's fine and common to use fish interactively, but write scripts using sh.