I understand the concept of UTXO hygiene, but I'm not sure if these tools still offer real benefits now that exchanges, blockchain analytics, and surveillance techniques are way more advanced.
I would advise that if you are having much mixed feelings about using mixers, then you can use more privacy features in non-custodial wallets like coinjoin which would assemble UTXOs from different people and form a single transaction that spends back to
another address in your wallet. You can do it more than once to improve the chances of your anonymity.
I do not see the need spending back to a CEX when using privacy enhanced programs or features. since you want to maintain privacy, then it is important you make use of non-custodial wallets.