The best release strategy for creating a new report to support an urgent client request is to utilize the daily release process. The daily release process is designed for small and quick changes that do not require extensive testing or approval. The daily release process can create the report directly in a full sandbox and then deploy it to production. The major and minor release processes are more suitable for large and complex changes that require more testing and approval. The major and minor release processes should not create the report directly in production, as this may cause errors or conflicts.