The only way to hunt Mountain Lion is with Hounds. Any of the Guns you mentioned would work fine. Myself I would take the 7mm Mauser. But just because its light weight and cool. Good luck,, OOps I missed the part about exit wound. Thats kind of tricky without using a .22 Rimfire, or some kind of self defense pistol ammo. and that may be a little unsafe. Be Carefull.