Solution 4

But, passing that Reporter around could be a pain.

We can hold a reference to it in a static field:

public class StaticReporter {
  static Reporter r;
  static void setReporter (Reporter r){
    this.r =r; }
  static void report (String msg){
    r.report (msg);
  }
}

Now we can just do

//at the start of the program
StaticReporter.setReporter (new StandardOutReporter ());

//later on...
void download (...){
  StaticReporter.report ( Starting downloading   );
  ....};

This might eliminate many needles weak references.
Still, global variables are dangerous. They can make the program impossible to understand.