I am using Flash and accessing the API directly via vscode insiders and occasionally Zed (it's buggy but I keep coming back to it because I want it to succeed).

Unless you need enterprise multi-model management, I don't see the point in OpenRouter as it just adds cost overhead and you can just self-host an open router alternative (LiteLLM, Bifrost, etc). Running an LLM gateway locally is kind of nice as it allows you to normalize your configurations against your internal gateway - but I haven't really needed to.