You’ve almost got it! Here are the main differences:
- Don’t use the “Optimize for Kindle…” setting. It’s kind of poorly worded, but at the same time better wording would be difficult as it’s describing a kind of strange thing.
Some online aggregators will work better with it enabled, when they create Amazon assets, but in most cases—including anything Amazon makes—you want a fully valid and standard ePub file instead. - On step three, here is the method that you want to be using. At least, that worked historically. If that’s no longer working well, then I have no idea what the best way is to preview stuff on iOS!
(Oh and ignore the bit about using Mobi with KDP—ePub is best, that was written before this changed.)
As to whether that will send via the method you described, I don’t know. I’ve never tried that. I’ve used AirDrop or Files.app to send the file directly to the device and had the Kindle.app open it.