Among your options:
(0) is pretty good, and could occur when reasoning along these lines: "Well, if he was intending to go there before the 30th, and he couldn't make it on Wednesday, then he will have gone there yesterday." When you use future perfect and refer to a time in the past or present, you're coming to a conclusion about it. Similarly, "We should get home. He will have made dinner by now."
(2) is getting there, but again suggests that he did not actually. "If she had given him the right directions, he would have gone there yesterday."
I should mention that there are some rare scenarios where
(2) could mean
(0), because when reasoning one sometimes uses the hypothetical, but in most contexts it suggests that he did not go.
(4) mean something different: they express an opinion on the rightness of his going — or rather on the wrongness of his not going, because they too mean that he did not go.
(1) would occur in few if any contexts.
Other modal options (if for some reason you actually need to use a modal):
(5) He must have gone there yesterday.
Despite what it sounds like, this is only about as certain as
(0), and is more common.
There is also this sequence:
(6a) He might have gone there yesterday.
(6b) He might well have gone there yesterday.
(6c) He might very well have gone there yesterday.
This is in increasing order of certainty about the probability, though even
(6c) does not express absolute certainty.
Also, you can replace "might" in each of the above with "could" and get the same meaning, except that "could" can also mean "He was able but did not." So you could avoid it in order to be unambiguous.
Finally, without using a modal, I'd say the most natural (conversational) way to express your sentence is with an adverb:
(7) He probably went there yesterday.