"They told each other they had better leave" [reciprocity and distributivity]

Interesting question. My instinct is that the collective reading is by far the more natural one. I do agree that the availability of the singular “they” makes the distributive reading more plausible than it would otherwise be. Yet I wouldn’t totally rule out the distributive even in the “we” case. There are a couple more factors at play:

One, to “tell each other” often has a positive, reassuring connotation, which supports the collective.

Two, to [verb] each other seems to have ambiguous timing embedded in it somehow. Compare “we passed each other on the street” [simultaneously] to “we wrote each other” [sequentially]. If we assume the simultaneous timing, then your examples lend themselves to the collective reading. If we assume the sequential timing, then your examples take on the distributive reading (even in the we case).

The collective interpretation would be the most popular by far since they refers to multiple people by default.

I say "by default" because they can of course refer to one person, but you'd need context of the usage (e.g., surrounding sentences) to accurately interpret it as such.

So without any greater context here, it naturally reads as a plural usage.

I see no difference in meaning between (1a) and (1b). In order to distinguish what meaning was intended (either 2a or 2b) you would need the full context in which it was written.

Also, replacing 'they' with 'we' in (3) does not clarify whom is speaking to whom, either, because you are just switching form third person to first person.

To fix the ambiguity, I would just add to the end of the sentence "...while the other stays" if you meant 2b and if you meant 2a then I would just explain that with more context.