How about a mix of a few of your ideas?

India, 2137. A young Indian woman meets an American man (slightly older than she) online through a Virsenz (virtual sensory reality) game where they join up to clear a particularly difficult dungeon together. The dungeon is large and they get sidetracked often because they socialise instead of fight the monsters and solve the puzzles. Clearing stages earns them virtual credits, though, which can be exchanged for real money, keeping them somewhat focused.
One day, her parents announce that they have arranged a wedding for her with a leading neurosurgeon. She already met the guy once and absolutely loathes him. Her parents love the man, however, and have decided to upgrade the girl with surgical nanobots to enable her to perform low difficulty surgical work herself, to aid her future husband's practice.
The marriage takes place and the girl falls off the map for a few months. The guy, desparate to know what happened to his love interest, curries favour with his employer to send him to India on a business trip. Arriving in India, it doesn't take long to find her, as he knows her name as well as her husband's. He soon learns that the husband has died under suspicious circumstances, and the girl has disappeared.
He logs into the Virsenz game again and begins asking around for her. She finds him, although her username and appearance have been altered. She refuses to tell him how her husband died, but tells him that her husband shared knowledge with her prior to his death, that a crime cartel desparately wants to keep secret. She begs him to help her flee the country and be together in the US. He agrees, they go dark and travel the world on a tight budget. They occasionally log into the game to supplement their meagre budget, as well as enable them to have access to a somewhat anonymised form of currency.

This would take place in both the real world and some sort of fantasy/scifi game world of our own design. Tension comes from both interpersonal relationships, as well as needing to earn anonymous funds (which means risking their relative invisibility at times when logging in).