For this subject, communication can be divided into two categories. The first is interpersonal communication. In humans it historically involves things like sight (hand signals, body language, symbols, colors, images, etc.), sound (vocalizations). The second is non-personal/informational, which involves anything meant/interpreted as information. Smell (rotten, sweet, sickly, musty, etc.), touch (hot, cold, wet, dry, sharp, etc.), sight (learned dangers, colors, patterns, etc.), sound (natural, animalistic), taste (bitter, sour, sweet). In more modern times, this includes books, audio recordings, video recordings, carvings, images, and other similar methods. Interpersonal communication is easy. It is anything two or more individuals agree represents a verb or idea. A middle finger could be an insult or a greeting. Informational communication is a bit trickier if the intent it to transmit information across generations. The medium needs to be something capable of lasting beyond the current generation. This can be something like paper, which is fragile, or stone, which is not. It needs to be unchanging to a large degree. Sound was not a great medium for information retention prior to the ability to record it on an unchanging medium. Monkeys can communicate just fine interpersonally, but suck at long term information storage. Your aliens will need both methods of communication, and they will likely be very different methods as interpersonal would have arisen long before informational. It also needs to be capable of expressing complex thoughts and ideas. A scream can communicate danger, but not “Throw me a spear so I can kill the lion about to pounce.”
None of the methods mentioned in the OP are great for long term information storage. I am also curious as to why sound and writing are not options for communication. The planet has an atmosphere, which means sound can travel. The absence of light would facilitate the need for a method of navigation. Sound can also be used for echolocation. As for writing, as long as the aliens have the ability to feel things, they could cut marks into the ground or onto thin pieces of slate and have alien braille. Humanity passed information along using songs and stories until the written word was invented. Even prior to writing, humans were passing down information via cave paintings and other artwork. Writing is what enabled civilization to advance its technology. It is unlikely an alien species would be able to achieve advanced technology without some form of written communication.
Out of the options you presented, electromagnetic waves are a somewhat viable option for interpersonal. Bioelectricity could allow for the generation of weak electromagnetic waves. It would be trash for storing knowledge for future generations, but would work fine for close range communication. Also poor for long range communication as the field strength fades quickly. There also wouldn’t be any shouting around cave corners using bioelectricity, so its use is limited. Plus, after they invent VCR tapes, any baby alien screaming too loud nearby would erase the video and ruin movie night.
I suggest considering thermal radiation as an interpersonal communication method. In a cold environment, heat signatures could potentially be a method of seeing things from a distance, but is still limited to line of sight. Their method of communication could be a controlled response where they are able to heat their skin to specific temperatures in patterns not unlike octopus. They could heat up a pattern on their hand and hold that against a wall to leave a temporary imprint. There is still the issue of recording information for future generations, as heat fades, but it could be combined with something like scratch writing. Humans have invented many methods of communicating. Do not limit your aliens to just one method. If you want to incorporate harsher forms of radiation, the use of radioactive (hot) minerals could potentially be used to record information. This heat would fade over time due to the material’s half-life, but it is an option. A longer lived radioactive source could transmit heat info across generations. After the heat fades, there are still the scratches. Aliens which can see heat, and live in a cold biome, would likely search for areas of heat to reduce energy expenditure. This would help them to uncover radioactive minerals and potentially incorporate them in their civilization. They could paint signs on cave walls that are invisible to humans but easily seen using their thermal vision. The invention of the heating element would allow for remote heat-based communication akin to telephones. Computer screens could project heat images which essentially are just as useful as human computers. If you use heat as a communication method, you should also ensure the vocabulary reflects it. The aliens will be thinking in terms compatible with their method of communication.