If they all offer native support, then they should have native support for the FedeProxy protocol (and not something else). The FedeProxy platform then is still the central concept (though multiple federated instances) where other applications can plug in to, and that is the most easy and natural extension point. The universal connector. It provides the greatest versatility in possible use cases.
A (admittedly somewhat flawed) analogy might be that of an old-fashioned LAN adapter / switch. You don’t have incoming LAN cable to your TV and then outgoing cable to your stereo and another one to your PC, creating a whole web of cables. Plus your adapter might include a Firewall as extra service instead of firewalls in each device. You can connect one adapter to another one upstairs, etc.