I use both a both nRF52840 and esp32 based openthread border routers, cheap but both you have to compile the firmware yourself. So not advised for non-technical people.
The ZBT-1 and Sonoff Dongle E are good choices, firmware is available for flashing.
The smlight series SLZB-06M/Mg24/MRx series are not dongles, but quite good.
You can flash either the Zigbee NCP firmware or OpenThread onto the ZBDongle-E using the SONOFF Dongle Flasher. If you need to migrate your Zigbee network, you only need to modify the port field in the YAML file under zigbee2mqtt.
The Home Assistant addon is being deprecated due to instability issues with the multiprotocol setup. However Silabs themself are still continuing the development of a multiprotocol setup, which can be used with HA.
My recommendation is to go with a dedicated radio stick for each protocol instead of a multiprotocol setup.
As Saoshen mentioned, you only need two USB Dongles—one for Zigbee and the other for Thread. And Matter runs over Thread.
In general understanding, Thread mode consumes more device resources. Therefore, it is recommended to purchase a coordinator with an MG24 chip, such as the SONOFF Dongle-PMG24.