Replacing iCloud on iOS and macOS devices with a macOS server machine Does anyone know, if I can use a macOS server machine to replace iCloud on all other devices (iOS, macOS or even Windows)? 

If yes, am I going to lose any functionality and which?
You can't replace all the functionality of iCloud with Server.app.

✓ Full support

Mail, Contacts and Calendars are supported by each individual service. They offer the same functionality, including push.

iCloud Drive is supported through the File Sharing service.

﹅ Partial support

Reminders and Notes are supported in macOS once you add the service separately in Internet Accounts. Your mileage may vary with Reminders and Notes in iOS.

Safari is unsupported, but you can use the file sharing feature to sync symlinked Safari preferences on macOS. This is not possible for iOS.

Keychain sync requires you to sync a keychain using the File Sharing service on macOS. This is not possible for iOS.

iCloud Backup is unsupported but you can use iTunes Wi-Fi Sync to sync to iTunes when on the same local network.

✗ No support

News, Home, Wallet is unsupported, but you can still use each of those apps locally, there's just no synchronisation between devices.

Find My iPhone is managed separately and still requires Apple's servers, even though you don't technically need an Apple ID or to be signed in to iCloud.