Hi! I'm a native Brazilian Portuguese speaker, so I'm not sure if it helps, but if no one else answers, I think my answer would be better than nothing haha
So... in Portuguese the regular word for "sentence" is "frase" (that part of the text that goes from the first capital letter to the next full stop, however many clauses there are in this sentence), whereas "oração" is the regular word for "clause" in the grammatical sense, and also for "prayer". So we save the word "oração" only for referring to "prayers" ("Oração do Pai Nosso", for example) and to grammatical clauses when talking specifically about grammar ("oração subordinada ou coordenada", for example). And I >think< the same logic is valid for Spanish.
In your three examples, we would use the word "frase" in Portuguese. The first one, for example: "Para mim, é difícil escrever frases complicadas (aquelas com muitas orações coordenadas)."