The best radio for shortwave is without any doubt the Belka. It costs around 200€, but the quality is fantastic. The new versions cover also LW/MW and have an IQ output, so you can use as SDR as well.
Otherwise you can find some Chinese clones of SDR play that are really cheap, but I am not suggesting those from a ethical standpoint
Rtl-sdr blog v3 has a direct sampling mode that will get you into the single-digit mhz.
I assume that the v4 does as well. The earlier versions apparently also have this mode but it requires opening the devices up and a bit of soldering here and there.
They do indeed, with the RTL-SDR Blog V3 and "direct sampling" mode! I think it's the only one at that price point that you can directly listen to HF/shortwave.
I have a couple of the super cheap ones I got for like $12 years back. With a simple mod you can get direct sampling and listen to any frequency. Works great.