Yeah my preference would be to use Boltz to swap into liquid. The federated model is better than a single custodian. Then when it builds up you can peg out to your cold storage on chain!
Yeah, you can definitely send them into your cold storage from Alby. I think nostr:npub1rxysxnjkhrmqd3ey73dp9n5y5yvyzcs64acc9g0k2epcpwwyya4spvhnp8 recently shared his best practices on avoiding fees. Realistically though, it probably not worth it to move less than appx $50usd at a time, but that's of course up to you, the sovereign individual 😉