Yubico Authenticator is an alternative to Aegis for generating TOTP codes, with the difference that it stores the secret keys on the Yubikey itself rather than on your phone or in the cloud.
If the web services you are using offer FIDO for login, that's considered the most secure option. You can use your Yubikey for that, but you'll want a second key as a backup. You do not need the Yubico Authenticator app for that.