maybe welfare should be divided into physiological and psychological? because from what i remember there are orcas that survive fourty fifty years in the smallest pools with low welfare.. physical health should be separated in the list maybeI don't wish to restart any Orca related discussions because I think everyone on the forum probably knows most of the regular posters views on that topic one way or another but please forgive me if I use them to illustrate my own thinking on this just because they are a good example.
I personally don't build realistic zoos and think there should be a balance of weird animals that are less available to the public to see in real life (proboscis monkeys) versus species that allow the realistic builders to stick with zoos of today. I think that makes Planet Zoo a better educational tool. Which brings up the issue of animal welfare in captivity which is where everyone tends to draw a different line from 'it's pixels, we should be able to do what we want' to 'games are a part of culture that influences people, all zoos are bad therefore the game shouldn't exist'. Most of us are somewhere in the middle and my own experience working with captive wild animals also changes how I feel about some welfare issues so there is a personal element as well (no thank you feeding stations, the animals get overfed and over familiar with humans).
In your list of categories I personally would have one that is 'has major welfare issues that will probably never be solveable within a captive environment'. So diet issues would likely be totally solveable with a bottomless budget, as would humidty and climatic conditions. Extra research might reveal that the sloth just needs a particular type of essential oil in their food. However, I don't believe that it will ever be possible to meet the behavioural needs of larger cetaceans in a zoo because of the size of the habitat you would need (not just in two dimensions but in 3 because of the depths they inhabit), their complex social structures and behaviour and need for stimulation and the excellent evidence of their emotional intelligence. This is just me but they ain't in the category of 'no thanks' because of Blackfish. I would have the same qualms about Albatross for example and I've not seen any documentaries about them.
depth would also be solved in bottomless budget, but social and pyschology i don't know.. maybe not.. i wonder why other smart animals don't have this problem.. like chimps.. or they do?