How can I disable "Do you want to open or save this file?” prompt for .mp3 files in IE 11?

I know you don't want to see this answer but I don't think that it's possible anymore. I personally still use Shoutcast to listen to radio stations and this issue with IE11 is one of the most annoying issues that Microsoft has created (on purpose). All of the methods you described in your question use to work but they have since then disabled them all.

[rant]

Microsoft seems to think it's their job to police the PC you use. So they made the decision to force you to choose open or save EVERY time you click a link with that file type.

You would think to have to go into the download manager and RIGHT-click to get to the option needed to make it a permanent action would be sufficient enough to let Microsoft know that we know what the hell we are doing.

And they wonder why we want to use other browsers...

[/rant]