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So, splicing applies when sending (splicing-out) or receiving (splicing-in) on-chain?
Does splicing-in also apply to LN transactions greater than my channel's current capacity?
And finally, regarding the 'max-fee amount' in the Channel Management tab (iOS), is that the max-fee in sats I'm willing to pay to splice?
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Yes to all three.
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The channel you opened will only reduce in capacity if you send from it to BTC address ( = on-chain = splicing out).
The general idea is great, when you do it, you'll have almost 4m sats of inbound liquidity available with no fees