It seems like if I create a route using the Lezyne app on my phone, then I can't add waypoints (e.g.: the canned "three route options" are all busy streets, but I want to include a pleasant bike trail in the route).

I can add waypoints if I build the route using the web (Lezyne GPS Root), but that's not much help on the road.

Does anyone else have this issue? Do you build using a different app, export, then import to Lezyne?

I just create routes with Komoot or RideWithGPS (Strava and Garmin should be possible as well), save them as GPX files, and export them to my Wahoo with MTP over USB. I am not sure if you can connect to Lezyne via MTP, but maybe you can impirt the GPX files to your Lezyne app?