To start with, we need to understand what "Even in those days" means; I think you may be misunderstanding the word "even". (Are you from India, by chance? I've noticed that many Indian English speakers misuse the word "even".)
When you say "even in those days, X", you're assuming that the audience already knows that X was the case at some other (usually later) time; the new information that you're contributing is that X was also the case "in those days". So, for example, "Even in those days he played golf every Wednesday" typically means something like, "You already know that nowadays he plays golf every Wednesday. What you don't know is that even in those days, he already played golf every Wednesday."
For the rest of this answer, I'm going to assume that you really meant "In those days", not "Even in those days".
- In those days he played golf on Wednesday.
This sentence is rather unusual; the "in those days" implies that it can't be referring to the Wednesday of any specific week, but the singular "Wednesday" means that the sentence probably isn't just saying that he used to play golf every Wednesday. (There may be regional differences, though.)
Given appropriate context, however, the sentence could be quite natural; for example:
if there's a Wednesday golf league and a Thursday golf league, and he currently plays in the Thursday golf league, then "In those days he played golf on Wednesday" means "In those days he played in the Wednesday golf league."
if he belongs to a religious order that treats Wednesday as a holy day, and forbids golf on that day, then "In those days he played golf on Wednesday" means "In those days he didn't obey the rule against golf on Wednesdays."
1½. In those days he played golf on Wednesdays.
This isn't one of your sentences, but it should be. At least in the US, it's the normal way to say that he used to make a habit of playing golf on Wednesdays.
Note that this doesn't necessarily mean he played every Wednesday; we could still say that he played "on Wednesdays" even if he only played in spring and fall, or if he only played every two or three weeks. The important thing is just that Wednesday is the primary day that he played, or that he used to play on Wednesday much more than he does now.
- In those days he played golf on every Wednesday.
I find this one very awkward. I don't recommend it for any purpose.
- In those days he played golf every Wednesday.
This is similar to sentence 1½ (the one with "on Wednesdays"), except that it suggests some consistency. We can still say that he played golf "every Wednesday" even if there are some exceptions (such as when the weather is bad, or when they're out of town), but we can't say that he played "every Wednesday" if he only played every two or three weeks.
In a non-progressive sentence, which adverb phrase (in those days, or every Wednesday) is used to refer a serial state (habitual)?
In those days, on Wednesdays, and every Wednesday all do; they all imply a serial or habitual action or long-term situation or state.