Thank you for your query. Wallee offers a plugin which allows an integration of the payment form directly in your Shopify checkout, without redirecting the payment to the processor.
As for the fees, using wallee and our preferred partners, could get you a cheaper deal than having a direct contract with another processor. Using wallee can also mean that you have your payment methods all in one place, within the same fee in your subscription. You can add another payment type without the extra fees in wallee, depending on your subscription.
There are also additional features in wallee which could be interesting to you, such as: Dunning, Reconciliation, Subscriptions and many more.
Please contact us under firstname.lastname@example.org to discuss your case in more detail.