They are all used except the last sentence. We don't say "핸요" or "핸" but just "해요" or "해".
"-다고" is a verb ending to emphasize the speaker's thoughts or claims to the listener
"요" is attached to a verb ending and adds the meaning of honor or gentleness to the listener.
So, "널 사랑해요" sounds more respectful or gentle than "널 사랑해".
널 사랑하고 있어요/있어.
"~고 있다 (있어요)" is similar to present progressive in English.
So, it can be translated into "I am loving you".