I use Google Workspace for my personal domain. It does support a catch-all, and as a nice perk you get more storage for your drive compared to a free Gmail/Google account. You can even add more domains for free, because you pay per user/inbox. So as long as you let all your domains forward/catch-all into one inbox, you only pay the €6,50/mo, or whatever it is in your part of the world.

Lock-in is not so much of a problem I'd say, you can export your entire inbox, that's possible with both Google and Outlook that I am aware of.

Just about any email service will offer IMAP, Google included. So you don't have to use the Gmail client if you don't like it, you can install any email agent of choice.

Don't try to self-host e-mail. It's not worth the headache.