PHD2 does support a number of cameras on Linux without INDI, but not all. A number of them also require INDI. It really depends. Note that I don't mean to diss using INDI as your camera driver. I love INDI and have contributed a lot to the project over the last couple of years. I think it works extremely well most of the time.
github.com/OpenPHDGuiding/phd2/wiki/CameraSupport
Probably the biggest limitation of INDI currently is the frame rate. You can do hundreds of frames per second with a zwo with direct support. With INDI, it is probably around 30ish max. To be fair, you probably don't need that sort of frame rate for guiding, so this probably doesn't matter so much. It's more of a factor for planetary imaging. So I don't think its that relevant here.
One possible issue for guiding with an INDI driver that I was alluding to in a previous post would be how long it might take to download images to any clients before taking the next image. I don't think there is a huge difference, but I do believe that I have observed that there is a bit of a lag between frames when guiding with an INDI driver vs. directly connecting with PHD2. I think it is caused by downloading to all clients. This slows down guiding just a little, making it less responsive. I haven't done a scientific test, and I probably should do so, but I think it is the case, and it would make sense. Has anybody tried a side by side test where they recorded data? If not I could certainly try it.
The other issue is what I think was giving you trouble. If INDI is running the guide camera as well as everything else on the same remote computer, when you connect remotely from Ekos, it will pick up the guide camera also, even though you don't really want it to do so (at least I don't). Right now the best option for this (if you don't have the option of native support for your camera in PHD2) is just to not check "receive external guide frames." That way it won't try to download those frames and might speed things up a little.