To be honest, the Sentinels weren't done complete justice in Days of Future Past (we didn't even get Wolverine successfully taking one out!). Now, should they be the main threat of a film again? No. That would be too much of a re-tread. But really, Sentinels need to become a semi-frequent presence in the films as they are in the comics. It would be great if the program was reactivated on a limited basis so every once in a while, the X-Men end up having to deal with them. Keep them in the '70s DOFP style. No need to make them any bigger or deadlier than that. Although it would be nice to hear a "Halt, Mutant" in the TAS style every once in a while.
Madelyne Pryor only would have worked in a theoretical X-Men 4, coming in after Jean was dead, to play hell with the lives of Wolverine and Cyclops (though Cyc died). Doing her when Jean is alive and well doesn't work, and to be honest, it would play better if she just greatly resembled Jean instead of being a straight-up clone.
But I think "Inferno" works if it's another woman in the role. She can be attached to one of the other X-Men, doesn't necessarily have to be Scott, since Madelyne was not a mutant and only was important because she was Cyclops' wife (due to being a wannabe Jean). But it would work best to first establish Illyana and her experiences in dark magic first.
Though, as much as I'm sure the general audience would buy galactic X-Men if you played it right, I don't know about them accepting demonic X-Men. That just seems like a weird stretch for the GA to buy into.