I think an air fryer uses hotter air and possibly more velocity than most convection ovens. I'm not sure on that.
A proper convection oven is basically just a normal oven with a fan to circulate the air around inside. It sounds like your microwave/convection oven combo is not a very good convection oven at all, but perhaps more akin to a broiler with a fan. Cooking in a normal convection oven is pretty much like cooking in a plain oven, just somewhat quicker (or needing a bit lower temperature) and generally more even.
I have a nice broiler pan for my home oven that has a cast iron grid; preheating it allows for it to put some grill mark lines on whatever is being broiled, which they claim makes it taste better though I'm not really convinced about that. Maybe something akin to that, or a plain cast iron griddle/frypan preheated, would help in your convection oven. Obviously it's not appropriate for any of the microwave settings, being a big metal object.
