Branching out at stage 2 might be a bit too early in design. Difficulty in most shooters increases logarithmically, meaning that the first stages see significant jumps, while the last hunk of stages will all be seen as pretty close in difficulty to the player (see PCB, where the last 2 or 3 stages before the final boss don't jump that much). Because of this, I think having to cluster 3 stages together around the same difficulty tier as early as stage two causes you to run into some pretty annoying problems:

1. The levels will all have to be close in difficulty, this means that by the time the player has completed two missions, the third will likely not be challenging enough. This setup basically slows down the pacing and development of the game, and would likely cause an awkward shift in difficulty jump after the first 4 levels are completed.

2. The levels have a standard difficulty jump between them. The obvious downside is that beginning players end up choosing the hardest stage first and get their shit wrecked. However, I do think this system has an advantage: Experienced players that are going for score can go for the hardest stage first so they can start over as soon as possible if they make too many mistakes.

What I propose as the best idea, would actually be a completely hybrid design of these two: At stage two, allow the player to choose between two of the stages. Make the third stage mandatory, and then as the fourth stage, the player plays a harder version of the stage they didn't pick initially. In the main stage of the harder version, just make bullet patterns more advanced. For the boss, make the final set pattern more difficult and double the size of the 'random' pattern list... Make the new half of the random list patterns significantly more difficult than the first half. This keeps the nonlinear design and even allows extra replay value in there too. It also adds a nice metalevel strategy: Players have to figure out which order makes the stage easier or gives them the better opportunity to get a high score (depending on whether they are playing for survival or score).