As you said depth of field is very tight and is therefore difficult to focus. I would close down the aperture a couple of stops to say f8 (I see you used f3.5) and up the ISO from 100 to 400 to compensate.
I also found focusing difficult and got it close by determining where the drops were falling and placing and object in that place, (I used an inverted bolt, but anything that will stand up and be about the same height should do). I then focused on that object - removed it and then proceeded with the drops.
When I got focusing close I then put a pencil mark across the barrel of the lens and focusing ring and made a few, (say 3) more exposures moving focusing slightly between each shot, almost only the width of the pencil mark. I then did another 3 shots moving the focus from the same start point but in the opposite direction.
I then reviewed the shots and moved the focus to match the best shot.
It's not the end of the story, of course, because a splash of a different height will often need a different focus point.
The only thing I can say is that when it comes together it is quite rewarding.
I do like your shot #3, but it would be improved by focusing on front edge rather than the rear. (I know it easier said than done - really I do
)
Hope that helps..
