Introducing Agile to a team with no prior experience of it

I would appreciate your insights on two specific strategies

That could be a false choice. Agility is evidence-based and makes good use of validated learning. A better strategy would allow empiricism to be established and maintained as rapidly as possible.

Option 1: Introduce Agile theory comprehensively from the outset
- This approach provides a solid foundation in Agile principles and practices, ensuring that team members have a shared understanding of Agile concepts.
- It can be beneficial when team members have no previous exposure to Agile methodologies, as it establishes a common language and mindset for collaboration.
- Comprehensive training can help team members grasp the underlying values and principles of Agile, which can foster a more holistic adoption of Agile practices.

There is no such thing as Agile theory. What would that be? The only thing that connects agile ideas is the rejection of a waterfall-like approach and the disdain for management. 

You need to be specific in what you want to teach. If it's a Scrum team to be, teach them Scrum and explain why and in which context Scrum is better than "traditional" models.

If you want to be more generic, then you can talk about the problems with "traditional" approaches and ways of how agile approaches try to avoid them.