And I could not find it at all on the desktop version.
Hi DaveF, currently that's not an option on the Desktop version, but it will come on a future update. Just FYI, in case you try to connect your ElectrumX server to the mobile apps, self-signed certificates aren't accepted, but you can use a certificate from any free CA like Let's Encrypt for example.
Even though CA like Let's Encrypt is free, AFAIK you still need public static IP or domain in order to get the CA, which is quite costly.
it is mainly because most of the wallets that are referred to as SPV are actually connecting to a centralized server rather than connecting to actual bitcoin nodes using features such as bloom filters. (Electrum is in between, you connect to nodes but the nodes have to be "special" nodes that have a separate index). so practically the choice is limited to only 1 server, the one that the wallet company runs.
Additionally, Electrum don't use bloom filter and you practically have no privacy if the server log all "SPV request"