I may not be the best person to answer this as I honestly wouldn't feel awkward in basically any of those scenarios (with a caveat on the colleague one). Even in the case where a gift seems very expensive to me if I knew that the other person could easily afford it I'd treat it like a less costly gift from a friend who's salary reflects the cost of the gift. Essentially, I like to think that people know how much money they can afford to spend on a gift to me (I know this isn't always true but it's not really any of my business how they manage their money).
But even in taking it as you proposed, i.e. a situation where the gift giver clearly has more than enough funds to afford the gift, I would basically feel/react like this:
--- My caveat here is that I might wonder about the motives if I was the only one to receive a gift and I wasn't very close (in my mind) to the colleague.
--- On the other hand, if I have a good/close working relationship with them and some casual work-centered friendship on the side (but not enough they move down to 5/friend) then I'd see it as a generous gesture, thank them enthusiastically for the gift, and in a few days present a gift to them -- even if it's only their favorite cookies because that's all I could afford to spare.
2. Boss: This too would depend on some details.
--- If I had, say, just gone above & beyond my assigned tasks/duties on a project in a way that significantly helped boss/workplace out or done especially well on a project then I'd see the gift as a gesture of reward similar to how some workplaces give bonuses to employees in the above situations. I'd see it as an especially nice gesture/complimented if my workplace wasn't one of those that granted bonuses but my boss felt I'd earned one and paid for it out-of-pocket.
-- On the other hand, if I was the only one to receive a gift and I hadn't done anything worthy of a bonus lately then I'd find the gesture really strange. I'd still politely accept the gift and try to look happy but I'd keep an eye out on the boss for the foreseeable/near future just in case this was a precursor to something inappropriate.
-- Now, if I hadn't done anything notable of late but expensive gifts (either identical or tailored to individual interests) were given to a number of people in my department I'd figure that the boss felt the department deserved a reward and accept the gift graciously with no strange feelings.
3. SO: I'd find this pretty straight-forward. I'd see it as a romantic gesture that my SO felt like gifting and would accept happily because it's likely that would make her/him happy. I'd be sure to use the item s/he gave me at least for a week or two to show I appreciated it (even if I didn't really need it or even like it). I'd also reciprocate in some way that fit my feelings and budget so that my SO would know s/he is valued too.
4. Distant Family:
--- I admit I'd find it a little strange to receive a random gift from family I'm not close to during the year (but less strange if it were Christmas or my birthday rather than just some day out of the year).
--- If multiple people in my family received similar gifts from Distant Relative then I'd chalk it off as DR having a generous moment and leave it at a thank you note.
--- If I was the only one who received a gift I'd think that DR was trying to reestablish contact/offering an olive branch and, assuming that this relative wasn't toxic and/or I had a good reason not to contact them, I'd respond to the gift with not only a thank you note but a follow up phone call (or maybe email) thanking DR again and asking how DR has been. Then I'd go from there.
5. Friend: To keep this simple -- I'd probably respond similar to SO though the methods of reciprocation might be different.
Ultimately, for me, a gift is a gift and a gift not given in PA lashing out is a generous gesture that signifies that the gift giver values me in some way. I appreciate being valued and value that. I don't want to turn that gesture back into the gift giver's face, especially since they very well might not realize (especially in colleagues, DR, and even bosses sometimes) that what's a modest gift to them is a hugely extravagant one to you. Let them get happiness out of giving and accept that generosity comes in multiple forms, that's my motto.
Of course, I say that as the sort of person who does give gifts I know are out of the recipient's price range because I enjoy giving gifts and hope the gift can help them out.