Yep.  People mostly coming from custodial/traditional finance the idea of a self custody wallet doesn't come intuitively.

Your option 1, you also need to add the Polygon network to metamask as well.  Search a few reputable sites for tips on this, it may also be in the Son of a Tech video that you linked.  If you don't think you'll be converting your Ether to fiat money it will be cheapest just to park it on Polygon, the fees for Ethermine transferring there are next to nothing.  Maybe one day Coinbase will also be able to receive Polygon native transfers as well and this would be super cheap, as transferring between Polygon addresses is fractions of a cent in fees.

2.  Refer to https://www.gasnow.org/ , this gives the current gas prices on Ethereum network to move a transaction.  If you watch for a little while it also gives you an idea of the trend in price.  The first line under "Estimated Cost of Transactions" is the cost for transferring Ether from one wallet to another, so like what the full cost would be for Ethermine to transfer to you and by that I assume what it costs you if they pass the full cost on to you.  If you scroll down further you can see historical gas prices charted and if you switch to filter by various time periods you can see what it has been in the past.  By that you will see that even as recently as 8/22 a setting of around 26 gwei would have moved a mining payment.  So if you set to 40 gwei and are patient it'll eventually move.  That'll be around $3-5 max at current prices.  Could be minutes, days or weeks for the gas price to come down to your set amount.