I have seen the post Bayesian vs frequentist interpretations of probability and others like it but this does not address the question I am posing. These other posts provide interpretations related to prior and posterior probabilities, $\pi(\theta)$ and $\pi(\theta|\boldsymbol{x})$, not $P(X=x|\theta=c)$. I am not interested in the likelihood as a function of the parameter and the observed data, I am interested in the interpretation of the probability distribution of unrealized data points.
For example, let $X_1,...,X_n\sim Bernoulli(\theta)$ be the result of $n$ coin tosses and $\theta\sim Beta(a,b)$ so that $\pi(\theta|\boldsymbol{x})$ is the pdf of a $Beta(a+\sum x,b + n - \sum x)$.
How do Bayesians interpret $\theta=c$? $\theta$ of course is treated as an unrealized or unobservable realization of a random variable, but that still does not define or interpret the probability of heads. $\pi(\theta)$ is typically considered as the prior belief of the experimenter regarding $\theta$, but what is $\theta=c$? That is, how do we interpret a single value in the support of $\pi(\theta)$? Is it a long-run probability? Is it a belief? How does this influence our interpretation of the prior and posterior?
For instance, if $\theta=c$ and equivalently $P(X=1|\theta=c)=c$ is my belief that the coin will land heads, then $\pi(\theta)$ is my belief about my belief, and in some sense so too is the prior predictive distribution $P(X=1)=\int\theta\pi(\theta)d\theta=\frac{a}{a+b}$. To say "if $\theta=c$ is known" is to say that I know my own beliefs. To say "if $\theta$ is unknown" is to say I only have a belief about my beliefs. How do we justify interpreting beliefs about beliefs as applicable to the coin under investigation?
If $\theta=c$ and equivalently $P(X=1|\theta=c)=c$ is the unknown fixed true long-run probability for the coin under investigation: How do we justify blending two interpretations of probability in Bayes theorem as if they are equivalent? How does Bayes theorem not imply there is only one type of probability? How are we able to apply posterior probability statements to the unknown fixed true $\theta=c$ under investigation?
The answer must address these specific questions. While references are much appreciated, the answers to these questions must be provided. I have provided four Options or proposals in my own solution below as an answer, with the challenges of interpreting $P(X=x|\theta=c)$ as a belief or as a long-run frequency. Please identify which Option in my answer most closely maps to your answer, and provide suggestions for improving my answer.
I am not writing $P(X=x|\theta=c)$ to be contemptuous. I am writing it to be explicit since $P(X=x|Y=y)$ is not the same thing as $P(X=x|Y)$. One might instead be inclined to write in terms of a sample from the prior and use an index of realizations of $\theta$. However, I do not want to present this in terms of a finite sample from the prior.
More generally, how do Bayesians interpret $P(X=x|\theta=c)$ or $P(X\le x|\theta=c)$ for any probability model and does this interpretation pose any challenges when interpreting $P(\theta=s|\boldsymbol{x})$ or $P(\theta\le s|\boldsymbol{x})$?
I've seen a few other posts tackle questions about Bayesian posterior probability, but the solutions aren't very satisfying and usually only consider a superficial interpretation, e.g. coherent representations of information.
Related threads:
Examples of Bayesian and frequentist approaches giving different results
Bayesian vs frequentist interpretations of probability
UPDATE: I received several answers. It appears that a belief interpretation for $P(X=x|\theta=c)$ is the most appropriate under the Bayesian paradigm, with $\theta$ as the limiting proportion of heads (which is not a probability) and $\pi(\theta)$ representing belief about $\theta$. I have amended Option 1 in my answer to accurately reflect two different belief interpretations for $P(X=x|\theta=c)$. I have also suggested how Bayes theorem can produce reasonable point and interval estimates for $\theta$ despite these shortcoming regarding interpretation.