Asklemmy
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I prefer signal because it's been the easiest one to convince my friends and family to use. I have like 8 friends on Signal, the 1 I got onto Matrix quit after a week. Matrix I treat more like foss Discord so I only use it for communities. ElementX is really nice though so I have hope that eventually it could be as smooth to use as Signal.
Signal is much more polished and less fragile than Matrix, but is pretty barebones especially in terms of features for large communities. Matrix additionally has a browser client and many non-Electron desktop clients. It's really close and depends on the use case imo. For personal messages I think I prefer Signal, for communities Matrix.
I haven't used Threema.
Signal
Self-hosted Matrix.
It still needs polish, but it's on a good path. Meanwhile others are centralized by a single authority with an easy target painted on them for government coercion along with multiple other attack surfaces, and even information easily traced to PII. Also, not everything is encrypted. A lot of metadata is left out of E2EE. And those servers/providers have that data.
By contrast, a drop in the ocean is far more likely to not be targetted from the outset, making pretty much any matrix server (potentially with the exception of the matrix.org one, but it's ok to treat it as a demo anyway) a really good choice in that sense.
Post-quantum isn't really a big problem because it will be a very long time before there are viable quantum computers (maybe never). You should focus on the very real risks of security breaks from normal negligence and design errors.
Threema seems pretty unpopular, so the risk is highest. Signal and Matrix are both popular and have a lot of scrutiny on their cryptography.
All 3 have open source clients, but Signal contains some binary blobs. Only Matrix has an open source server, though end-to-end encryption enforced by the client alleviates most of the concern of proprietary servers. All 3 support end-to-end encryption.
Matrix because I can host it myself. I like self hosting. But I agree that it is the least polished of all.
I liked the Matrix because of all the kung fu karate fights, though I got to say the second one was the best, even though the third one had a Dragon Ball Z fight at the end
Self hosted matrix with bridges to WhatsApp and telegram. What else....