The answer to me is pretty clearly Ovechkin's 9x rockets. That is a feat that could very well stand as #1 for the next 100 years.
All-time raw goals - probably #2 to be honest, but less impressive since it is more likely to be beaten eventually imo.
McDavid's 40 point playoff -> not better than 9x rockets since it's not the best post-season all-time, and also has another player this century who came relatively close (6 less points, but 6 more goals in 1 less GP)
McDavid leading the league in points and goals in the same season -> Not better since 4 other players have done it in history. Plus, other players have come relatively close in the 21st century (Draisaitl 2020, Kane 2016, Malkin 2012, St. Louis 2004, Jagr 2001). Nobody in the 21st century has come even remotely close to 9 rockets