Should I use burried via for this?

Hello, I am new to KiCad and this is my first design; so kindly allow novice-ness.

I am using an I-PEX plug on a board that has 21 pins each side (42 pins total; each pin pad 0.2mm wide) plus a shield with 0.35mm pitch. I need to connect each pin to a pin header on a board. Since there is a shield as well, I was thinking if it would be ok to use buried via under each pin and wire the connectors on the bottom side? Attached screenshot of the 3D as well as the board layout (sorry seems I can only attach one image).

If it is ok to use buried vias, how should i place it? Should I make a via as buried via and then put on top of each pad on the connector foot print and then copy the buried via and place on each connector and then connect the pin headers on the other side?

I also have ideas about advanced project for this one where I can would like to connect a plug (the one I am using in project mentioned above) and a receptacle, one on each side, connect them together using micro vias and then use the 2nd layer to route the wires from micro vias to the pin headers (this would allow a pass through version for me). But again, I am not sure if it is ok to place micro vias on pads. to connect to pads on the other side.

Thank you for reading!

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Pin headers have a plated holes and pads on top and bottom as well as connections to any inner layers so you can connect to them with tracks on whichever layer you choose. Burried vias are between inner layers and will add significantly to your manufacturing costs. Usually you would not choose to place the plug and receptacle on directly opposite sides as this will be difficult to manufacture. I would place them adjacent on the board and route with normal vias.

It is up to you whether you want (or need) to use buried vias.
Buried via’s do not come for free though. They are an extra step in production, and therefore not all manufacturers are willing to make them, and the ones that can make them want extra money for it.

On a 4 layer board generally the inner two layers are used for GND and Power, and the outer layers for signals. In such a PCB there is not much use for using buried via’s.

So, my general advise is, do not use them unless you really need them, and even then, do a small survey to get an idea of the extra costs before you commit to it.

Whats the price difference between a 4 layer PCB with buried via’s, compared with a 6 layer PCB without buried via’s?

I’m not sure but I suppose that you don’t understand micro vias and buried vias. Even I am using PCBs since 50+ years I have never used none of those vias as I am using only 2 layer PCBs and none of them can be used on 2-layer PCB.
Buried via is a via between two inner layers (hidden inside PCB - not visible at PCB). Micro via is a via from one of external layers to the nearest internal layer (does not affect other layers - there can be tracks exactly under that via having no contact with via).

Don’t put any vias in any pads if you don’t have very good reason for it. This is discussed already in several threads. Use normal vias, keep them aways from pads, and connect them with wires.