I guess I will want to explore Mylio through some examples and reading, to understand if it operates in parallel with Fotos,
It's quite independent of Photos. The files are stored in folders in the Finder. There is no workflow that uses both apps that makes any sense.
how the sharing with mobile devices works (hopefully not yet another cloud)
Mylio is quite unique in that it's just about the only app I've found that shares the images across devices via your own wi-fi network rather than the Cloud. It is quite clever in that respect.
how the import from different camera sources works etc, and if it is a locked-in solution (like Fotos is becoming...).
Importing from cameras or other sources is simple. You won't have an issue there. Lock-in is an interesting question, however. Bear with me:
All of these apps are parametric editors. They preserve your original files and record the parameters of your choices when you edit in a database. In that respect they are all a form of lock-in, as each one has a unique way of recording your choices. However, I think the best way to consider the issue of lock-in is more simple: Can I get out whatever I put into the application.
IN the case of Photos you put in
a: your original file
b: your editing choices
c: metadata - that can be location information, faces, keywords, descriptions
All of these can be recovered from the application using the File -> Export command. What that means is that if you leave Photos you can get your original, your edited version, your metadata out and pass it over to a new application. There is one exception: faces, as there really is no agreed method for sharing this data. But Photos is no different than any other application in that respect. So as with Photos, so with pro apps like Lightroom and consumer apps like Mylio. In other words, there is no lock-in.
I have in the region of 80k images from various cameras. Approx 30k are Raw files. They are stored on external drives. If you are happy with the images you get shooting Jpeg then shoot Jpeg. If you're not happy, then explore other options. Disk space is cheap.