But for Ethereum, you'll be redirected to MyCrypto or Myetherwallet because the web interface doesn't have ether in the first place, so where I'm supposed to exchange?
As you wrote, Ethereum is not available in the web interface. They are working on it but there is no specified date. However, ShapeShift accepts Ethereum. In order to trade it, you have to create an account on
ShapeShift and send your Ether from MyEtherWallet to the address generated by them. You can also do it on
Changelly (registration needed as well). TryNinja has already explained you why there is nothing to worry about. Using "Exchange" feature is basically the same as what I described above - Trezor sends whatever you exchange to ShapeShift's address.