I'm in favor of penalizing per turn or making the unit costs jump up. (Option 
. Lets take a typical example of resource control:
Turn 1 - I have a unit guarding my mine.
Turn 2 - enemy comes up and snags it from me while I wasn't paying attention.
Turn 3 to 5 - I gather up army and start moving to take it back.
Turn 6 - I take it back.
So in that short time between turn 2 and turn 6, lets say I had 10 cities producing troops. I now have 10 troops scattered out around 10 different towns that do not have rings of HP on. I either have had to halt/pause all production from turn 2 to 6, or, let them build, then after turn 6, go hunt and peck and find all the units to make sure they get their rings on. I doubt any player would want to leave those units deployed without the rings on.
This is a micromanagment task that the 'at the top' leadership would never deal with. The leadership (you) should be targeting and taking/holding the resource that you need for your troops, then the 'working class' (not you) should take over once the resourse is flowing.
I think the best solution is increases to either cost or production time (or both), from option B. Yes, you would have to balance it between a slap on the wrist and a sludgehammer to the head. In terms of warning the player, this is what the beginning of turn summary notices are for in a 4x game.
"Warning! You lost control of your [IRON mine], therefore [10] units in your production queue will take longer to produce. Click to View."
Another thing to consider in terms of player warnings, is how you are representing resources. The above warning would not work well if the number of iron mines you control factor into a formula for production times/costs with utilizing those resources.
For example, say a unit needing iron takes 10 turns 400 gold. Every mine you control makes a unit with iron cost -1 turn -50 gp. I control 5 iron mines. Now my unit takes 5 turns and 150 gp to produce. I lose one mine, it is now 6 turns and 200 gp or whatever proportial increase based on how far along the unit is.
In this set up, a detailed warning is not necessary. You simply say "You lost the iron mine at xyz. Click to view". This is because when the iron mines factor into a global resource like that, the effect of the iron mine should be placed at the top of the UI as a number the player will look at every turn. Just like you would look at your GP and income +/- you would look at your resource +/- bonus, and this would be a number the player is activly managing every turn.
I am probably walking right down the path you guys went through when presenting this question though. I see the gameplay you want from having to fight over natrual resources (magic or otherwise). You want it to fall somewhere in between a power node in mom (not that important) and a city (hugely important) . The hurdles for balancing it seem rough, but once you have it coded into the game and playing around with it, I am confident you will be able to find what feels right.
