Can I unstake Eth 2.0 from Coinbase and send it to my Ledger to stake on Lido?

I understand if I unstake on coinbase i get cbETH. Im just confused that once i do that do i still technically have my ETH2.0 staking in coinbase? If this is the case, Will I still be receiving APY on that staked ETH 2.0 even though I “swaped” it for cbETH? Once I swap it for cbETH how do I get it on my Ledger and stake for stETH? So many questions, much confusion😵‍💫 Would appreciate if someone could help me out! TYIA