To address your last point first, Spotify does indeed support local music:

As for my locally-stored music, does Spotify support playing these files and shuffling them with online-streaming music?.

How can I import such playlist to Spotify?.

What's the easiest, fastest way I can compose a playlist in Apple Music/iTunes which includes all my music?.

I was thinking I could create a playlist which contains, essentially, my entire music collection, and then import that playlist. Thing is, I haven't found any reasonable way to migrate all my music to Spotify - I have never used playlists in iTunes nor in Apple Music, I just navigate through artists', albums' and songs' names, and I want my whole library (or whatever part of it which is available on Spotify) to move there. I recently discovered Spotify and though it may not have the whole catalog (so I heard) that Apple Music offers, it is certainly more friendly and I would bet that it has most of the music I listen to, so I would like to switch over there.

Music I added to my account with Apple Music, which means I haven't downloaded any file to my local storage, just marked it with the '+' button in the app.

Music I bought from the iTunes Store, also stored on my phone's SD.

Music I ripped from my CD collection, converted into mp3 and then imported to iTunes.

So I've been using iTunes for a while now and I have many songs from different sources:

Spotify or itunes music