It is recommended that exterior doors should not be:

Exterior doors should ideally not be finished in a dark color due to the heat absorption properties of darker hues. Dark colors absorb more sunlight, causing the surface temperature of the door to rise significantly. This increase in temperature can lead to several issues, such as warping, cracking, and paint failure over time. Lighter colors reflect sunlight better, helping to maintain a more stable temperature on the door's surface and preserving its structural integrity and aesthetic appearance over time.

Regarding the other choices, oil-based products are commonly used for finishing wood and can provide good protection against the elements. High gloss enamel can enhance the appearance of the door while offering a durable surface that is easier to clean and maintain. Shellac, while less common in modern applications, is also a valid finish option if applied correctly and maintained properly.