As a consumer you have to understand that the loan that you and the lender are doing (regardless if it's a broker, depository bank, mortgage bank) are most likely creating is a product that more than likely is being made under eligibility guidelines that make it available for sale on a wholesale market. The guidelines are therefore the same regardless of who you might be talking to with a few smaller exceptions that are mostly for non-qm (the old subprime) or portfolio products. The fact that you are concerned about the pricing (i.e., you want to get the best deal) means you're liking in the market for a Fannie or similar loan.
To your point, I'd want to see all of your financials, most likely before I determine pricing. For one, I don't like quoting a rate before I KNOW I can do the loan at all, and the self-employed oftentimes think they make more money than what they like to report to the IRS. Moreover, there may be pricing adjustments for the self-employed or other eligibility restrictions that effectively limit where the loan might be sold or delivered (principally on Jumbo loans that limit debt-to-income on the self-employed).
Whether you pay yourself as a W-2 employee isn't really material if you own 25% or more of the business (in other words, you don't skip the underwriting scrutiny simply because you've structured your income as salary and file a separate business return).