Confused about UTXO management and consolidation I have a few questions regarding utxo management and consolidation. I know that the more UTXO's you have, the heavier your transaction will be, the more fees you'll have to pay.
The things I don't understand:

How can you effectively avoid that? Let's say I generate a new address every time I self-custody bitcoin, it won't solve the problem, does it? When I'll want to send either the max balance or let's say a rather large amount that needs a lot of utxo's to be complete, the full tx's will be heavy no matter what, correct? So using the same address for cold storage (i.e just a receiving address) or using a new one every time doesn't change a thing?
If a wallet has coin control, does it really matter to do utxo management?
Let's say I have a single address with 100 UTXO associated to it. I want to consolidate everything. I first generate a new address on my wallet, test that address by sending a small amount (from an exchange let's say). If everything seems correct, I can then use the send max feature of my wallet to that address (everything being under the same seed)? Even though it will effectively also send the utxo I just used for testing the validity of the address back to itself?

I think that's all my questions, thanks.
UTXO management is not a singular goal. instead, it's a method for balancing multiple priorities, including privacy, short-term fee savings and long-term fee savings.
Having lots of UTXOs is probably better for privacy, especially if they're each in different addresses. But like you said, that will cost more in fees if you want to send your entire balance.
On the other hand, having all your bitcoin in one UTXO is probably not best for privacy or security.
Coin Control is a feature of some wallets, that allows users to directly control their UTXO management strategy. Wallets that don't use coin control make those decisions for the user instead, so Coin Control is usually best for advanced users who know what UTXO management strategy they want.