Present Perfect – ‘I Had Never’ vs ‘I Have Never’ for Past Events

As you noticed,

I experienced a feeling I had never had before.

is more logical. If we change the second verb from "to have" to "to feel" it's clear to me that we must use past perfect and not present perfect.

I experienced a feeling I had never felt before.

It's more clear if we change the verb in the second clause from "to have" to another verb:

I saw a mountain I had never seen before.

(with a "have" there it sounds just ridiculous.) I think that, because the verb "to have" (to possess) is the same as the helping verb "to have" for the perfect, we sometimes get confused when forming a sentence where the verb is "had." That's why in the first sentence might be constructed with "have;" however, I think this is a speaker error (even 'descriptively') and that a native speaker would probably change it to "had" if they thought about it.

First of all, your first and third replies have the same meaning. They may be different tenses, however they both mean "Until now, I did not think about it".

Your second reply would not be correct in this context. Your example in the past perfect "I had never thought of that" doesn't mean the same thing as the other two. "I had never" means that you did not think about it before a certain point. Since you have not stated when this point is, it doesn't really make sense. It would be correct if you added a time frame such as:

Before you said it I had never though of that.

Regarding your questions, either the past simple or the present perfect are both likely to be the natural reaction for a native. Often, it is slightly more formal to use "I have never though of that" but that doesn't make it less natural, it just depends on your background.

Personally, I would say "I have never though of that", but I know that many people would use the past simple instead.