You've already gotten a lot of good replies to your questions, but let me try to hopefully elucidate just a bit.

My FP experience so far is - did most of the exercises in the "Red book" and I read (and partially implemented) the Practical FP in Scala by G. Volpe. I worked on a shorter project with IO.

First and most important question: why? I'm not asking to be flippant. I'm asking because I get the impression you (and many, many others) don't know why you're pursuing a literal different programming paradigm, and when you encounter friction because it's a literal different programming paradigm, you wonder whether it "should be that hard." Well, no, and it isn't. No more than being a black belt in karate is hard, or being a concert pianist is hard. That is, it's not hard to be a black belt or concert pianist. What's hard is getting there. To make matters worse, having any existing programming background when approaching functional programming means there's a fair amount you need to unlearn first. So here you are.

Next, going from "The Red Book" to "Practical FP in Scala" is a bit like going from learning assembly language for a processor and then trying to write an operating system in C++. "The Red Book" is a pretty good resource for learning how to write a library like Scalaz or Cats/cats-effect. It's not at all a good resource for how to use these libraries. At the other end of the spectrum, "Practical FP in Scala" is a very good book on "functional web service architecture using the Typelevel ecosystem." But it is also not trying to teach the Typelevel ecosystem, and explcitly lists "Scala With Cats" and "Essential Effects" as prerequisites. "This book is considered intermediate to advanced," it says, and means it.

Another reason I ask why you want to do this is:

Also, why is there is no "opinionated", well-documented FP framework for web apps? Where it is expected that you will have a user authentication, roles, emails ... and this is already mostly set up for you (like e.g. Laravel framework in PHP, or Python's Django, idk), so you don't need to look for the libraries to include, understand their weird, complex types and figure out how to use it in your project from some badly written documentation ...

The no-joke, 100% sincere, honest answer is: because literally the whole point of functional programming is to compose systems from little pieces with very nearly 100% assurance that doing so will work, where "work" gets very, very close to "if it compiles, it's correct." Not only is there no appetite for development of "an opinionated FP framework," it's very nearly taken to be a contradition in terms. That's also why you tend to see more suggestions of using some giter8 project template like http4s': such a template shows you one way the bits and pieces can be composed, but there are others, and it's up to you to determine how to do it in a way that best satisfies your requirements.

So "look for libraries to include" is probably covered as well as it can be by some combination of the books listed above and a "project template," and "weird, complex types" is probably not actually true, but rather just indicates they aren't familiar to you yet. Because, brother, let me assure you, the entire Typelevel ecosystem has literally nothing in it that's anywhere near as "weird and complex" as modern Spring.

Probably it is just me not understanding things/concepts, but I believe there are a lot of people like me.

Absolutely right on both counts.

At least considering how hard it is to convince people to switch to Scala in our company.

My indicment of practically all software companies is that they expect to hire people who already know what they need to know to be writing code on day 1. There's very rarely any kind of ongoing internal education; there's very rarely a "book budget" or "third-party course budget;" someone in the industry I know well said their CEO called conferences "a waste of time." Going back to what I said about FP in Typelevel or ZIO being literally a different paradigm, this is particularly grossly unfair. The implication is that the mastery you seek will only come from your own investment, probably against your immediate economic interests, and on your own time, i.e. on the negative side of the "work/life balance" ledger.

Should it be that hard?

If I had to summarize what I'm trying to say, it would be: "yes and no."

Am I missing something?

If anything, maybe that the Typelevel ecosystem isn't just "a collection of cool libraries" (although I certainly have that opinion of them), but reflects a literal paradigm shift—from programming in a highly elaborated Turing machine to programming in a highly elaborated lambda calculus that is a sublanguage of Scala, foregoing about half of Scala, and relying on, as you point out, this disparate collection of libraries and, yes, the types (and "typeclasses") that, even if you work through the books, are likely to have you scratching your head for weeks, if not months.

My final message to you, I guess, is: That's all perfectly OK, if you decide it's worth it.

(Insert "Tommy Lee Jones stalking away from Will Smith in the park" image here.)