2FA Security Device (e.g. Yubikey) - how does it work?

Hi.

I'm thinking of setting up 2FA on my devices using Yubikeys but I'm struggling to understand how it works and what will be impacted. I believe that to sign in to my Apple ID on devices I'll need to use the Yubikeys but I can't find any information on any other services that will be affected.

1. Once logged in to my Apple ID will it stay logged in or will I need to carry the Yubikey with me everywhere to log in to my Apple ID every time I use my phone or Mac or it synchs Calendar, Contacts, etc?
2. Will I need to carry the Yubikey everywhere to just unlock my phone when I'm out and about?
3. This discussion forum uses 2FA when I log in - it sends a 6-digit code to my other devices - so will I need the Yubikey to log in to this forum - and to any other Apple services that send a 2FA code?
4. For devices that are not upgradeable to the required operating systems does it mean that I can never log in in to my Apple ID on them or will it just use the old 2FA of sending a code?
5. I need to register two keys but do they both have to be useable by all devices? For example, if I bought one USB-C key and one NFC-only key the USB wouldn't be useable with my iPhones (Lightning) and the NFC wouldn't be useable with my Mac.
6. Can I turn off the 2FA? I'm thinking of a future when Apple stops supporting 2FA on a particular OS when I have devices that can't be updated beyond it.
7. If anyone has a link to a compatibility table for NFC that would be great. I've got iPhone SE 2nd and 3rd gen as backup phones and I can't find anywhere if these are compatible. I know that some of the earlier NFC phones were NFC only for payment and not for other things.

It's shocking how little information Apple have put out about how this works practically and a bit more info would be appreciated before I spend a hundred quid or so.

Thanks in advance.