What are the conflicts throughout the play?
I would argue that one of the main conflicts has to do with the struggle against society as a force, while also including elements of the fourth you list, struggling against elements within one's own self. Molina spends a great deal of time telling the stories of movies to Valentin, demonstrating their most effective technique of fighting back against the fact that they are imprisoned. Re-telling or re-living the plots of the movies allows them to escape the walls of their prison in more ways than one.
Valentin also battles the idealism and political activism inside of him that, in the beginning, dismisses Molina's romanticism as being childish and really unnecessary but by the end of the story he has come to understand and embrace the romantic side of himself as an important escape from the brutal reality he resides within.