If you're going to stick with mostly subway riding I honestly think your best option is an electric scooter. They're technically illegal here at the moment but I see plenty of people riding them and expect the micro transport companies will shove legality through the legislative process. If it has to be a bike and compact fold is the only quality then I think a Strida or a CarryMe is most compact? I believe the Brompton, Dahon Curl, and Ori C8 are the next step up and the Bike Friday Tikit, Birdy, and most fold in half models are the next size up after that.

The quickest way to work through your bike options would be to talk to David at bfold by Union Square. He's been in the folding bike business for a long time and carries a wider model selection than anybody else in the city. I don't mind meeting up in a park if you're in the UES area and want to try my lightly modified Birdy.