What action should Scrum Master take?

The Scrum Master does not need to attend the Daily Scrum, but he does need to make sure that it happens and that the rules are followed. This duty could conceivably involve any of the three actions you cite.

The Scrum Master should advise the development team that they need to hold a Daily Scrum meeting. From there it is up to the team to determine the best time/place to hold the meeting. As a self-organizing team that is their right. To verify if the meeting happened, the Scrum Master can attend the meeting or ask the team if the meeting took place.

If that isn't sufficient then there could be a trust issue here that needs to be discussed and resolved. If this is the case, the Scrum Master needs to find out why the team does not want to hold the meeting and coach the team accordingly.

--Ryan

From personal experience of working with agile distributed teams, I invited the Development team members to take turns in setting up the meeting (part of a Scrum Master’s coaching role) and asked for them to invite all including me. That way they have ownership, participate in all meetings because when they do their meetings they want them to go just as well, and you have sight of the event and when you attend can confirm the rules are followed.

2. set up a meeting by himself and send invite to development team 

 

Ideas mentioned by Ryan and Ian work properly. One way to see in practice if the Daily Scrum is done efficiently is to see if the Sprint Goal is reached and if not, when the impediments are raised. Maybe the dev team is well aware of how they can solve issues themselves, which is great, but you as a Scrum Master should be aware of what is happening. If the Sprint Goal is not being reached, and this isn't being brought up, it's a good starting point to check if and how effective the DS is being held.

I may be wrong but why do you want to verify is the remote team is having the Daily Scrum or not. Let's say you confirm that they have the Daily Scrum, will this suffice or you're curious to see and hear more?

I once witness a team with Scrum Master being remote and they would fake the entire Daily Scrum.

@Ionut-Adrian had similar experience I had.  The truth is that when the Development Team is remote from the Scrum Master there really isn't any way to guarantee the Daily Scrum is happening other than @Sander's suggestion.  You have to watch the work that is happening.  Are they meeting the Sprint Goal and delivering incremental value? 

One of the elements of the Daily Scrum is whether impediments are being identified and dealt with.  To help with that, you could have the Development Team leave you a note (email, team chat, etc) on what has been identified and how they are dealing with it.  That way you can also be involved by following up with the organization on the other side of the world to help in removing the impediment. 

If you must have physical proof, ask them to send a picture of their board (if physical) or monitor the electronic board for updates. But I suggest that you do that for a short period of time because doing it long term will undermine their respect for you and they will feel that you don't trust them. 

End the end, it is best to find ways to trust but verify in a manner that doesn't have the potential to become adversarial.