Just let me say it first (My opinion):
A SMTP server on a resdidential internet connection will probably never fully work and should only be used for testing and/or playing around.
To your actual questions.
1: True, all outgoing SMTP connections will be intercepted and routed through SMTP from Swisscom.
This is done to prevent outgoing spam, which would lead to problems with blacklists and so on.
It is also not only one server, there are 4 servers, as the server name ends with 04 and 05 can not be resolved via DNS.
2: You do not need the keyword include in your SPF record.
Include means, that you point to another SPF/TXT record, which holds further IP addresses / host names.
You need to write either the hostname (a🙂 or IP address (ip4🙂 in your SPF.
v=spf1 mx a a:vimdzmsp-nwas04.bluewin.ch all
OR
v=spf1 mx a ip4:195.186.228.51 all
So the complete record should probably look like this:
v=spf1 mx a a:vimdzmsp-nwas01.bluewin.ch a:vimdzmsp-nwas02.bluewin.ch a:vimdzmsp-nwas03.bluewin.ch a:vimdzmsp-nwas04.bluewin.ch all
It is quite late already, so please do your own research and do not just copy and paste the spf, no guarantee that it will work.