"Which settings should I keep for max quality of photos? I tried all combinations but I never found any difference in quality."

They all do a pretty good job in most situations, the differences show up in various circumstances. Eyeballing an arbitrary image can be difficult, especially if you are doing it on a typical display with 8-bits per color.

JPEG is 8-bits per color and supports good but generally lossy compression of varying degrees. JPEG is the most compatible but not the best quality, keeping in mind most images for most people may be indistinguishable from a technically better image.

HEIF/HEIC is a newer lossy compression that does a better job than JPEG in both quality and compression. HEIF also supports greater color depth than JPEG. It's widely supported in the Apple/iPhone world but somewhat less so elsewhere without a specific addon codec.

RAW or (Apple DNG) is just what it says, a capture of the raw sensor data in all its glory. While this might seem to be the best, it comes with issues. RAW is generally the largest file but perhaps more importantly it's not an image that can be looked at. It needs to be processed into a viewable image. It has arguably the best potential image quality but needs to be down processed to an image. This provides the most flexibility and control but it still requires work and choices to produce a viewable image. It provides processing options to pull out and re-balance extremes, but most of the time it's not worth the work.

JPEG-XL showed up in iPhone 16 as an option. It's an attempt to be both a RAW format and an image format. It has all the data of a RAW capture and generates images that can be viewed (provided you have the codec). It has the potential to be processed and balanced for extremes just like RAW but can also provide an acceptable image automatically on your low color depth display that will look very much like the other formats.

"Which settings should I keep for max quality of photos?"

It seems like a simple question, but it's not. The two words that make it complicated are "quality" and "photos".

Maximum data availability would be both RAW and JPEG-XL.

JPEG-XL offers the promise of greater ease but still comes with compatibility issues.

Unless you plan on doing custom post processing, I'd suggest sticking with HEIF (High Efficiency).