I am going to focus specifically on the part of the question dealing with Teflon.
Teflon can be used as a friction modifier in, as far as I remember, either a wet or a dry lube. Thus, a “traditional oil-based lube” can also have teflon. I can’t remember which brands of wet lube have Teflon, but I recall there are a couple. A friction modifier is going to reduce the friction between the metal surfaces in the chain. I’m not a chemist, but I think there are a bunch of other friction modifiers for oil-based lubes. I have no idea if Teflon is more or less effective than other common friction modifiers.
Oil attracts and will retain dirt. Thus, the second you ride outdoors with an oil-based lube, it will get dirty. It doesn’t matter what friction modifiers it contains. If you want to keep a chain with wet lube clean, you are going to have to clean it very frequently. I think I remember hearing that professional road cycling teams clean their chains (most likely with an on-bike cleaner as mentioned in another answer) after every race, and they outright replace their chains very frequently, e.g. after a few stages. That’s how they have their bikes looking so clean.
I am skeptical of most dry lubes, as a number of them have very little lubricant and are mostly carrier fluid, e.g. one of the White Lightning formulations. I am a proponent of drip wax lubes (which, I guess, are a type of dry lube) if you can be bothered to thoroughly clean your chain beforehand. In my experience with one of these lubes, they should run a lot cleaner than traditional wet lubes. I have also switched to hot melt wax myself.
Admittedly, this process is not for everyone. Basically, don’t let the perfect be the enemy of the good, wipe your chain with a clean rag every ride, do a more thorough cleaning regularly. Naturally, don’t let me stop you from switching to wax-based lubes if you want to.