I've just listened to Pollini actually and while I like it, I don't love it. It makes me more curious to hear the Zacharias MDG recording though.
Schnabel just barely avoids being a favourite, mostly because he somewhat trivialises the last movement (especially 4:48-5:56, another passage that I think is key to the whole work—played very dramatically, as though he felt he had to "do something" with it). He is still my preferred Schubert interpreter in general, but the last movements of D959 and 960 are slight missteps. I don't care so much about the last movement of D960 though. That movement also might be a misstep on Schubert's part lmao.
Arrau is a favourite, as I said—performance of the Andantino is probably ideal in terms of building tension, making the outburst come from nowhere but so that we're already on edge when it starts. I think you can get a lot of "edge" throughout the work just by playing what's in the score (not just the notes, but also Schubert's dynamics and accents); this is a visionary and boldly experimental sonata, full of passion and rage but not ruled by them, often creating tension out of its stillness. (The first movement of 960 also has this quality.) Arrau's first movement builds tension through its moments of stillness; the second movement, despite its few notes and slow tempo, manages to actually avoid stillness, alone out of performances I've heard, and takes us into the heart of the drama.
I haven't heard the Serkin yet so no comments, but that is one of his abilities, I suppose. I feel like in this piece I prefer the piano to sound like a piano.