STBX and I were able to work thing out between the two of his (and his lawyer wrote it up.
However, our finances are quite simple,there's no spousal support involved, and despite his comments about being an active dad - the most he ever asked for was two nights a week (which he basically gets - its just less in the school year and more in the summer). And frankly, STBX just seems like he is a sprint to put this behind him and frankly, he has a lot of guilt and shame going on.
One giant red flag in your sitch is this business about the tax returns. I can't think of any good reason he would have been evasive about these- unless its something embarrassing like getting charged a penalty for late filing. I would get your hands on these sooner than later.
If you end up meeting with him - you might be able to get a good idea about which way the wind is blowing - and then pick which option you want to pursue.
And remember - none of those options are set in stone - you can start on your own, and if it doesn't work out move to a mediator etc. If you do use a mediator - you can still get advice from your own atty.
And regarding the cot of the first atty you liked - probably totally worth it. In my sitch STBX is paying all the actual costs to divorce. My comment was that it was all his idea and he could pay for it.