Is Bitcoin held in Lightning provably scarce?

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Better then ETFs.

Self-custody Lightning, yes. But custodial Lightning is no different from any other kind of custodial Bitcoin.

Yes

If you run your own full node you can prove the scarcity and actually verify this for yourself

No more than 2.1 quadrillion will ever be mined

Where or how the sats are held … doesn’t affect the provable scarce aspect