I’ve installed caddy directly on my unbuntu server, but I admin my Jellyfin (and eventually Nextcloud) with Docker via CasaOS interface… is this a problem? Do I need to run Caddy in docker too?

The difference between having caddy or any other reverse proxy in docker alongside other apps/services, is that instead of having to expose ports for every container to the host, and then linking every service/app as, localhost:<host-port> to caddy, you can have them on the same docker network and use <container-name>:<container-port> and only expose 80 443 to the host, meaning the only way to access app/services is through caddy, that way if you disable port 80 after configuring SSL certificates, you can only access services with HTTPS.