No criticism, but I would LOVE it when there is a REALLY easy connection between my hardware wallet (including privacy features) - different address every time I buy or auto-buy and Relai.

No 100% expert here: but with an xpub import in stead of a private key import you're currently demanding:

Now I need to import the wallet and it is stated like this: "scan the QR code of your private key in the next step"...

No way I want to scan my private keys anywhere. I don't want to import my private keys. I want my private keys never to leave my hardware wallet...

There are possibilities with xpub that could mitigate this I believe.

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That is a specific feature about paper wallets. The only thing it will do is create an on-chain tx to send the sats from the paper wallet to your Relai wallet. The wording is a bit misleading indeed

Then I don't know how to use it.

What I'd like:

1) Enter my xpub

2) buy with relai

3) receive funds on my first address of the xpub which didn't have any transactions...

Preferably an easy connection between Ledger/BitBox and Relai..