I believe all of the issues you've described, but you can usually add multiple passkeys to each service. There is nothing stopping you from adding your iPhone and a cheap android phone and having redundancy, or using 1Password and storing your passkey in there.
iPhone backups do store backups of the media stored in iCloud Keychain, if you have another apple device or if you have the recovery key, you can get back in. You just need the device passcode or recovery key and you can re-bootstrap everything. eSIMs are unique because they're carrier things and those things have and always will be a pain and tied to stores and phone calls.