I thought about emailing them individually with a personal thank you.
I think that is the best thing to do. Perhaps meet key people in person who you had strong interactions with & play it like you hear it. Meaning, be grateful but don’t overdo it. That said you then say this:
A bottle of wine for my direct manager.
I don’t drink anymore & if I got a bottle of any booze it would seem someone was reading a copy of some managerial book from the 1970s. If you are positive you know the manager would genuinely like a bottle of wine, go for it.
Donuts for everyone.
Again, where do you assume “everyone likes doughnuts.” You are assuming some things here. Don’t buy a box of snacks unless you are sure people true want them. Otherwise you are not making a good impression.
And a global thank you letter.
This makes the most sense. Just send a global “thank you” letter to all, and specific e-mails to individuals you feel need more individual care & that’s it.
But the largest impact you make on your internship is the work you actually did. 100% nobody will evert look back on your tenure & say, “Remember that bottle of wine & doughnuts that one guy gave us?”
Just a be a human being and act professionally grateful to your colleagues. And do not overdo it based on some fantasy idea that “small gifts” will help.