This has been discussed many times in the HMDA forums. You are right that Code 3 (NA) is only to be used for applications made by an entity, but also when a loan is purchased. Otherwise, Code 1 or 2 should be used. If the application is not taken in person, Code 2 is the only logical choice and the correct answer.
Through discussions with the CFPB attorney's, they say they plan to clarify this issue, but have not done so yet.