It appears they give you one "admin" string that lets you fully control the wallet. Until they let you control permissions and create more strings, you can only use coinos for sending.
Coinos also gives you a lightning address though so you can receive to your coinos wallet that way. So if you want to use a custodial coinos wallet for SN:
Ok I added coinos lightning address under lightning wallet for receiving and used NWC for sending. Zaps still coming from my SN wallet so I have to empty it or force the external wallet somehow?