I think you will find the Shoptask ElDorado of more use to you. I'm am of course biased, I own two of them. With the 3 in 1 you have good use of space and high quality. You could of course buy a mill and lathe, but then you have money / space issues. With the Eldorado you will have money ahead and good results. My two cents.
Do you want CNC? If so, you will spend a lot to get the lathe AND mill so equipted.
I have a Shoptask also and it comes fitted for CNC conversion. If you want you can order the ballscrews installed too. Then you find suitable motors, encoders, drives, power supply and software.
If you don't want CNC and have the space, I would go with the separate machines.
I like separate machines as well, however, for a small production / hobby, it doesn't make fiscal sense to go with two machines. The cost to retrofit two machines versus one is enough of a financial argument to seal the deal. If you have any budget concerns, I'd go with a CNC shoptask. Even if you buy it completely outfitted from Shoptask with ball screws and CNC, you will still be money ahead.