You're correct to consider the potential impact of the Andromeda collision, which is expected to occur in about 4.5 billion years. In that event, the Milky Way and Andromeda galaxies will merge, leading to a significant rearrangement of stars and possibly the structures of both galaxies.
However, when considering the question in the context of the solar system's existence and its current association with the Milky Way, the statement "Our solar system will always be part of the Milky Way" can still be interpreted as valid until that merging occurs. It's worth noting that the specific concept of "always" can be interpreted with nuance, given the timescale involved.
If focusing on long-term evolutionary changes due to galactic dynamics, then a more precise wording would be necessary. Still, in the present context, that statement is typically considered accurate.
To summarize, the best answer given the options provided, considering the near-term context of how we describe our solar system, remains "Our solar system will always be part of the Milky Way," though the future merger with Andromeda must be acknowledged for a complete understanding of cosmic dynamics.