There is no legal necessity for the DoJ to “exhaust all avenues other“ than a search warrant. The judge would not ask that question because it wouldn’t be an appropriate consideration to deny a search warrant.
Given there was no indication any of the documents were declassified, even if the judge did ask, the DoJ would answer honesty by indicating that the documents were classified. Classified documents remain classified whether they’re in a folder or a box or the president’s basement. They only become declassified when the president or someone with the proper authority declassified them, and the DoJ was unaware of anyone declassifying them so they are performing their legally required duties to protect national security by returning them to the government.
The idea that the president would declassify documents without telling anyone is unprecedented and illogical.