ascanio1 the whole machine is designed for espresso. I don’t know know exactly how course sorry, but I know there are several positions available on the machine dial, and you can adjust inside.
Regarding retention, the grinder is not single dose, it’s designed to use a hopper. This means when you change grind size you’d need to purge several grams of coffee out to get rid of the old stuff.
I know you seem against the idea of a hand grinder, and at the end of the day it’s your kitchen and your choice, but most coffee machines have space on top for cups (or a hand grinder & filter 😉). 30-60s of hand grinding is going to be quicker than messing around changing grind sizes, purging etc.
I think if you really don’t have the space, the only practical solution is to give up on your filter preference and learn to like an espresso based drink so that you use the same machine.