Einstein is a particularly curious case. The intel_gpu app does, as you say, slow down dramatically if all CPU cores are loaded with BOINC applications. But you can bypass that by using a program like Process Lasso to peg the iGPU app - NOT any of the others - to real-time process priority. I find there's a tiny stutter every 11 minutes or so, as one task finishes and the next starts up, but no other detrimental effect on the usability of the machine.

However, you may find that the CPU apps - especially, heavily optimised floating point apps like SETI and perhaps Einstein (untested) - run slower in that configuration. Lighter weight, and primarily integer, CPU apps suffer less.

Real-time process priority is NOT recommended for general use, but in this case it helps. Explore with care.

I've checked into it some more, analysing my 5 computers with different CPUs. It seems some built in graphics are more powerful compared to their CPU cores, and some aren't. And some slow down more than others when the CPU cores are fully used. And some use the CPU core at the same time for some reason (different instruction sets for newer GPU and CPU cores causing the WU to run on both at once? - For example Asteroids on my i5-3570K with Einstein on it's GPU uses no CPU time for the GPU task. Do the same on my i5-8600K, and the GPU task uses a whole CPU core at the same time.) So it depends a lot on the chip. I've tried different projects on each without much difference, the main thing appears to be the design of the CPU. So I've set them all up differently to get the most work out of them :-)

Yes you can run all CPU cores and the iGPU at once. As far as BOINC is concerned it works like any other dGPU and is controlled by the apps 1 GPU + x # of CPUs or overridden by an app_config.xml file.

Were you using exactly the same application (not just an application from the same project) in all cases?

Whether or not an iGPU (or indeed any GPU) uses a full CPU core to support OpenCL is usually determined by the compiler and toolchain used to prepare the app, and sometimes by the developer's choice of settings.