- Should I remove the Microsoft one, so there is no any clash?
Yes
- Which is better?
Personal preference, but I would say, many if not most 3rd party airports are more true-to-life because a team or individual dedicates themselves with more development time to providing that respective local scenery. Reviews can help to determine the quality level and if the representation is realistic.
Will I lose any custom POI if I remove MS one?
If the area is covered by the scenery, therefore it would be overwritten, when the MSFS scenery area is disabled - yes.