Electrical Code Clarification

Some surge protectors work by "redirecting" surges to the equipment ground, which is pretty much the definition of a ground fault. In this case, it's definitely possible that surge suppressors could be tripping GFCI receptacles/breakers (given a large enough surge).

As for the AFCIs... When electrical contacts separate, they often create an arc between the contacts. This arc spans the gap until the contacts are too far apart, and the arc can no longer be sustained. It's possible (in theory) that the GFCI tripping could create a large enough arc, for long enough to cause the AFCI to trip. It's not likely that a properly functioning GFCI would do this, but if the GFCI was old and worn it could be opening the contacts slow enough that a detectable arc is being produced.

Determining if the GFCI tripping is causing the AFCI to trip, is a simple test. Simply press the test button on the GFCI. If the AFCI trips, you'll have figured out half the problem. If the ACFI does not trip, you could repeat the test using a receptacle tester with a GFCI test function.

If it's determined that the GFCI is causing the AFCI breaker to trip, replacing the GFCI receptacle may resolve that part of the issue.

Figuring out if the surge suppressor is tripping the GFCI, is a more difficult proposition. It will likely require you to monitor the supply voltage over some time, to identify and document possible surges.

First off. The only way to provide proper "grounding", is to install a grounding conductor from the panel to each outlet. Providing AFCI and GFCI protection to the circuits is helpful, but these devices will not provide "grounding".

If you switch from 2-prong receptacles to 3-prong on these circuits, you should not connect anything to the grounding screw of the receptacles. You should also (technically) install labels at each outlet that read "GFCI protection" and "No Equipment Ground". Though, these labels aren't common in residential situations.

1. Replace GFCI breakers with CAFCI breakers and add GFCI receptacles to the first-outlet on each circuit.

This is probably going to be your best bet. In this scenario, the CAFCI breaker provides protection to the entire circuit. The GFCI protection being at the first outlet, means that while the wiring from the panel to this location is not protected, the rest of the circuit is protected.

2. Keep GFCI breakers and add AFCI receptacles to the first-outlet on each circuit.

This isn't a terrible option, although the AFCI device will not be protecting the wiring between the panel and the device. Also note that an AFCI device only detects line to ground arcs (parallel arcs), while a CAFCI device detects both line to ground and line to line arcs (parallel and series arcs).

3. Replace GFCI breakers with Dual Function AFCI/GFCI breakers.

If you could actually find these (and could afford them), this would probably be your best course of action. Unfortunately, these devices probably don't exists (yet) from most manufacturers.