How can I prevent some configuration settings getting overwritten? I tell drush this:
drush @live cim --skip-modules=system,swiftmailer  

and Drush replies with this:
  Collection  Config                 Operation                
              swiftmailer.transport  update 
              system.performance     update
  Import the listed configuration changes? (y/n)  

and, if I reply &quot;y&quot;, the settings in the live Drupal site are overwritten from settings previously exported from the dev system.
What do I have to do to avoid importing selected parts of an exported configuration?
I believe that Config Ignore could help you out here.

Spoiler: I am the maintainer of that module.

Install the module, go to admin/config/development/configuration/ignore and add the names of the config entities that you would like to not to change, when you import.

In this case:

swiftmailer.transport
system.performance


Save, remember to export config_ignore.settings.yml to the config folder (yes, some of us tend to forget that bit) and you should be golden.