Ideal for Joomla would be all 3 are utf8mb4_unicode_ci.

The database collation is only a default used when during a create table statement no character set and collation is speficied. We do that for all core tables, but some 3rd party extensions might not do that.

Thanks - should this be documented somewhere? Recommended settings?

In my opinion yes. But it‘s a recommendation. Joomla work also work with different settings. You only risk that 3rd party extensions make problems if they make join or union in sql statements with core tables and have a character set and collation which doesn’t fit, so you get illegal mix of character set or collations error.

so for my own education is there any problem with

MariaDB [(none)]> SHOW VARIABLES LIKE 'collation%';
+----------------------+-------------------+
| Variable_name | Value |
+----------------------+-------------------+
| collation_connection | utf8_general_ci |
| collation_database | latin1_swedish_ci |
| collation_server | latin1_swedish_ci |

Not with the core. Only possibly problems with 3rd party extensions when they use the database default and make joins or union statements in sql. This can be the case e.g. with old 3rd party smart search plugins, I recently had such a case when I helped with a forum issue.

Is there any advantage to use utf8_general_ci or latin1_swedish_ci instead of utf8mb4_unicode_ci?

Is there any advantage to use utf8_general_ci or latin1_swedish_ci instead of utf8mb4_unicode_ci?

No. Don’t use utf8 without mb4 as character set if the dB supports utf8mb4 for a Joomla database, and so don‘t use utf8_general_ci, and the Swedish Latin stuff has historic reasons.

Ok, there would be an advantage that utf8 needs less space that utf8mb4, and the singlebyte Latin character set needs less space than utf8. But the disadvantages mixing these character sets with the utf8mb4 of the core as mentioned before are more serious than the disk space aspects, I would say.