It seems that a new PR at neovim brings LSP support as a native feature. I am not sure how this impacts coc and whether or how the two could benefit from each other.
What is the overall feeling about this? Should I keep using coc as LSP client or should I try using the new feature instead? Does this question even makes sense?
That PR was created before coc.nvim exists.
I guess you mean that it is coc intent to coexist with this new feature of neovim. What I'm still unsure is the way they are supposed to interact:
Is coc an alternative to native LSP support?
Yes
Does native LSP support benefits to coc in some ways?
No
Does native LSP support shadows coc in some ways?
No