Is Codex ok with any other third party applications, or just those?
By default, assume no. The lack of any official integration guide should be a clear sign. Even saying that you reverse-engineer Codex for apps to pretend to be Codex makes it clear that this is not an officially endorsed thing to do
Interested to know this too
Yes. You can build third party applications on top of codex app server. All open source. https://developers.openai.com/codex/app-server/