If you use something less known, you have nothing, I mean Xfce apps.
On my Sway (and previously i3) install I use Thunar as file manager, xreader as pdf reader, xfce4-terminal for a terminal and xarchiver for (un)archiver. They integrate seamlessly into basically any DE or WM and use dark mode with ease.
For me, the only thing I fully like about Xfce is the terminal. But I don’t just like it, I love it!
Being able to right-click is awesome. Being able to save the entire output of the commands I’ve run is awesome. Having very little dependencies is awesome. And like you said, working in any environment is awesome! Love it!
Otherwise, it’s Dolphin all the way for me, with Nemo for work (when I’m screen sharing). I prefer Engrampa and/or Ark for archiving, and Okular for multiple PDFs but xReader for single PDFs. Neither Thunar nor Xfce itself really every clicked for me, so it’s Openbox, KDE, Cinnamon, and labwc for me. Others like Hyprland I use for gaming, and I reinstalled my system over the holidays, but I’ve not logged into an i3 session since then. Openbox and KDE have been doing their thing.
I used to use the Xfce apps long time ago, the only app that I really like is Thunar for the custom actions (no file edit needed) and the bulk renamer.
I don’t even use whisker menu anymore, since I use launchers, switched to Vicinae from Ulauncher 2 weeks ago and I love it. No need for Catfish, Vicinae has its own file search and replace the application finder, Xarchiver that I use mostly to visualize some files inside an archive, Ghostty, Geany, Pix, Mpv, and Deabeef replace the default apps.