Earlier quoted context omitted.
copilot works wonderfully inside NeoVim; I use it daily. You are right that some of the more advanced integrations (Chat, direct analysis/explanation) aren't ported though. I use shellgpt in tmux for a (not as good but almost) experience.
Does it really work wonderfully for you? I am often times shocked by how it just can't guess the most obvious completions. Then I jump into VSCode to sanity check, and it works fine there. Talking about tpope's official neovim plugin
Copilot really does work wonderfully for me, as expected with any AI code completion. I run copilot and coc.vim simultaneously, to be noted. So when I just want to autocomplete a word, it'll be coc.vim, but when I want a whole line/method/etc built I'll let copilot be my copilot.