Zwave stuff are way overpriced, even comparing to the wifi or zigbee quivalent.
As an examble I get good quality (aka not an unknown chineese brand) Zigbee smart object for 2 to 5 times lower price than what a Zwave equivalent.
Same goes for wifi one, which are roughly the same price as the Zigbee stuff.
The only good aspect of Zwave was the security protocol that was more robust than the Zigbee equivalent (albeit Zigbee 3.0 closed the gap) and more standardized endpoints. Matter objective is to get those two to surpass their ZWave equivalent.
Unfortunately my gateway (which is compatible with both Zigbee 3.0 and ZWave btw) is still waiting for its Matter/Thread upgrade, so I can’t try it yet, but compairing my Zwave objects with my Zigbee ones, I see no point of buying the former over the later.
I had some difficulties too with Zigbee pairing, that’s one of the shortcomings that Matter fixes with their QR Code pairing. On my case it was just about understanding that you have to put both the device and the coordinator in pairing mode for the “interview” to happen. And that is has to be close to any device of the target network that isn’t battery powered (they can do the interview on the coordinator behalf).
I stopped using WiFi devices for the same reason, but found out about Tasmota, an open-source firmware for ESP devices. It requires a local coordinator, but never send anything to Google and the likes. It can be hard to flash, but some vendor, like Nous, offers pre-flashed devices. Some of them are also Matter compatible (if it has recent hardware as old ESP device has too little rom to handle the Matter code).