The most obvious "all-in-one" package is GitLab, if you have the hardware for it and don't mind bit of bloat but all the needed features in one package.

Personally, for smaller scale projects that still require collaboration over the web, Gitea/Forgejo + Woodpecker CI has been a really simple, lightweight and easy to maintain solution.

I really love Gitlab CI. I don't miss managing my own Gitlab server but I definitely prefer their CI product to actions.

I am self host8ng forgejo. What can other CIs do that I could potentially need that is absent?

If you're using the built-in Actions/CI/whatever it's called, and it works for you, then that's great, don't try to change :)

I guess I'm mostly still with Woodpecker because of having used it for years already, don't think there is anything major missing with either approaches, but was a while ago I looked deeper into it, maybe someone else here knows more (recent) details.

Gitlab. Required very few CI/CD changes to be honest.