With most lightning wallets you get something in between - semi-custodial?. The provider can't send your sats to someone without your permission/signature, but they can "disappear", which can lock your funds for a while. Check out https://github.com/nbd-wtf/obw or Muun. Muun supports lightning and has a great UX and fixed 0.2% fee - so it's great for small amount payments.