How to tell someone that what they're looking for doesn't exist

If someone asks you, say, "Is there a dollar store around here?" and you're pretty sure there aren't any dollar stores in the area, what would be a grammatically correct (and gentle-sounding) way to tell the person "No"?

1. I’m afraid not.
2. I'm afraid there is none.
3. I don’t think there is one.
4. I don't think there aren't any.

Which one is correct/best? (I get confused about none/not one/not any, etc.)

Thank you in advance for any advice.

Options 1 & 3 are acceptable. 2 & 4 are grammatically incorrect. 3 might be better if you literally are not afraid. As you imply, “no” is clearly the most succinct. But you could try: “There are no dollar stores in the area, but Google maps will likely give you the nearest one.” 😏