What materials are doable?

To do the kinds of things that are shown at your link with what I consider a hobbyist class machine, you need to get creative. Here is someone who carves larger things using a Shapeoko. I consider the Shapeoko in the same class as the MPCNC, but it is stiffer so can be run faster/deeper.

And here he uses the same opening in the table but using a different jig to carve a large globe.

By the way, a larger z-axis makes it more instable, but is that true anyway?
E.g. is it also instable if I cut 8mm plywood or just if I need about the full height of 6cm? (Most of those 6cm carvings would need be worked on from both sides, if that matters)

For the MPCNC, the issue is the length of the Z axis below the core. The longer the Z axis below the core, the more leverage it puts on the core, the less force is needed to deflect the bit. So cutting the top of a 40mm piece puts less leverage on Z axis than cutting 8mm plywood. That is why I have two spoil boards…on short and one tall. When cutting thin material, I bring it up to shorten the Z axis when cutting. I have a taller machine since sometimes I carve 53mm builders foam.

The “China” spindle is quieter, but someone on this forum who has had both a low-end spindle and later a router (I think they had a Maikita) claim the router is significantly more capable.

Edit: Here is a spindle discussion.

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