##Option 3##
Option 3
- check option: Catalog Settings/Metadata/ automatically write changes into XMP
- select your Master DNG file & create a snapshot labelled: Master
- select your Virtual Copy & create a snapshot labelled: Virtual Copy
If you return to your Master DNG file, you will see that the Virtual Copy snapshot is added to the Master & can be called upon to create a Virtual Copy. Using this principal you can manually embed all of your copies in the Master DNG, which would export with the Master DNG.
For a more automated approach try: LR Snapshotter
I would strongly recommend Validating DNG before exporting/archiving.