If you want to use the darker colors, make the underpainting values lighter than you wish the finished values to be. You will likely be adding highlights on the last layer.

I either just make it more transparent, thinner or more medium.
Same with the white mix, but i use transparent white as its less chalky/smeary than titanium which doesn’t really want to be made transparent (most opaque colours can be).

Cobalt blue is lighter, worth a try, its not always that opaque. Just be sure to thin it more since its already ‘semitransparent’ (the particular brand?) its likely to work well.

There’s also future plannning for the underpainting, trying to compensate for the glazing.

White wasn’t traditionally used in glazing and colours should go from light to dark, rather than when painting direct, dark to light.

If I paint a glaze of very thin blue on top of a grey with a low value, it will give me light blue, if I am careful. Or, I could begin with a light blue and glaze on top of it to dull it down.

Glazing is more akin to watercolour than it is to oil painting. Think watercolour.

If white is not used in glazing, how do you achieve a light blue final result (after glazing is done)?

I’d scumble white over the top if I darkened it too much. If it looks like it needs more blue after that, I’d glaze a very thin blue over the top of the white.

Sorry, high value (no wonder I can’t paint)

When glazing with a dark pigment, how to make the color lighter, while maintaining the transparency?

You don’t. You can’t. Any addition of a white will make the color more opaque. Even Zinc white, the most transparent of the whites, is semi-opaque.

Strictly speaking, glazing is painting a transparent color over a monochrome underpainting. If the color is transparent, you’re going to make the result darker. If your new paint is lighter than the current area of the canvas, you’re ‘scumbling’.

The problem you’re encountering is that most transparent colors are SUPER strong chroma. Not really the right thing for distant mountains. Great for high-croma objects like flowers and maybe some items of clothing, though.

If you’re dead-set on glazing (instead of just mixing a color accurately right from the start and just painting it), I found that there is a back-and-forth operation of underpainting, glazing, then correcting the glazes with more opaque paint.

Thinning with so much medium can be done, but I wouldn’t recommend it. You’re basically painting with oil with a tiny bit of pigment in it, I wouldn’t be surprised if the result yellowed very quickly and your transparent blue would become a greenish-brownish tone.

I find glazing is most effectively done on, as I mentioned before, high-chroma objects, and most effectively used to SLIGHTLY modify areas that need a little more color or need to be a little darker.