> Say you want to do self-custody, what is then the best option?

A $5 USB stick with Tails on it. You can make as many clones as you want, so no need for a recovery phrase. It's not specialized hardware, so there's no incentive for anyone to look for money on it (plus it's encrypted). If you want to be extra tinfoil hat, make sure you only plug it into an air-gapped machine and copy any output (address, transaction hex etc.) onto another USB.