Alby is the best, I have been using it for a long time with no issues.
It doesn't have on-chain, but it has a direct funding with on-chain.
As part of this new exchange feature, every Alby account user can now create a bitcoin on-chain address. This provides even more freedom for topping up your Alby lightning account. Funds sent to this address are automatically swapped to bitcoin using the lightning network and credited to your account thanks to deezy.io. Now every user can send payments from any bitcoin exchange and bitcoin wallet to an Alby account using the dedicated onchain address. Or you use the in-app exchange integration from MoonPay.
For sending to on-chain you can use Phoenix.
Simply send sats from Alby to Phoenix and then you can send on-chain with it.