Here we're talking about algorithmic issues, not manual actions. Googlers have said Penguin 4.0 "managed to devalue spam instead of demoting [the site]." But they still recommend the disavow tool: https://www.seroundtable.com/google-disavow-penguin-use-22798.html The disavow tool itself says, "Google works very hard to make sure that actions on third-party sites do not negatively affect a website. In some circumstances, incoming links can affect Google’s opinion of a page or site." And obviously Google thinks you should know about links coming to your site, which is why the Search Console tells you (some of) them. Put in your $0.02. You can pick as many options as you want. If you find yourself clicking everything then look at the last two options.