Use both. You are going to need to sell some bitcoin to pay for expenses. So mine directly to coinbase. After all your expenses are paid. Move what you want to save once a month to the trezor.
1) Not everyone pays their mining expenses by selling mined coins.
2) This doesn't address the anonymity issue. I'm sure I'm not the only one here that doesn't want the government to know how much btc I hold. It's none of their business. If, and when, I choose to use/trade/sell -- then I'll route it through a kyc account -- and they'll know about it. In my country (the U.S.) -- that is the only time there is a tax implication.
1) I understand. Some people have theirs hosted. And some host their own. If you host your own. Most likely you will need to sell bitcoin to pay for electric and Internet.
2) For me. I am running my bitcoin mining operation as a business. So I am not hiding any money from the government. I would like to continue to grow my business and do not need to have anything come back to bite me in the ass.