I use lineage on oneplus phones and have no problems. I can't do internet banking and a bunch of other non-free things, but really, who needs that? I have a web browser. The only thing that doesn't work is google meet and google docs and google drive because they intentionally break the mobile experience in the web. But there is a simple solution. Simply don't use google services. If/when my employer demands that of me (occasionally I hear murmurings) I just tell him I'm online 9-5 on my laptop and if he needs me he can call. I'm happy with my lineage.
> I can't do internet banking and a bunch of other non-free things, but really, who needs that?
I do, and so do a majority of smartphone users. Good for you that you are fine doing without it, but most people will not accept that trade off.
I ran CyanogenMod back when that was a thing, but at that time SafetyNet didn't exist, and it was a rare event when an app that ran on Google-approved Android didn't run on CM. Nowadays I can't run an alternative ROM without sacrificing things I care about using.
Is it specific to your bank? I have used a couple of the big name American bank apps on my phone and never seen a dialog whatsoever (the blue and the red bank just FYI). Or it could be specific to your setup. Are you using Microg and hiding root (if you have it)? Are you making sure that all of the microg checks pass? Does the microg signature spoof pass?
Perhaps as a last resort, after getting your install set up, close the bootloader again. I don't do that but I've heard of people having trouble from leaving the bootloader unlocked.
