[SalesForce] NavigationMixin.Navigate to Record Detail Page is not working for Console Navigation App

I have just resolved the same problem. In the state attribute, you should add navigationLocation: 'DETAIL'. The state attributes are nearly undocumented. I have found that i should put DETAIL value in navigationLocation by inspecting the URL generated after a click on the standard edit button of the view page.

Here is a complete example :

generateBackgroundUrlAndEdit(record_id) {
        this[NavigationMixin.GenerateUrl]({
            type: 'standard__recordPage',
            attributes: {
                recordId: record_id,
                objectApiName: "XYZ__c",
                actionName: 'view'
            },
        }).then(url => {
            this.navigateToEditPage(record_id, url);
        });
    }

    navigateToEditPage(record_id, back_url) {
        console.log('Return page URL = ' + back_url);
        this[NavigationMixin.Navigate]({
            type: 'standard__recordPage',
            attributes: {
                recordId: record_id,
                objectApiName: 'XYZ__c',
                actionName: 'edit'
            },
            state: {
                nooverride: 1,
                navigationLocation: 'DETAIL',
                //backgroundContext: '/lightning/r/XYZ__c/a2h9E000000sqvrQAA/view'
                backgroundContext: back_url
            }
        });
    }

OK, the main part of the answer turns out to be...

Put your LWC in an Aura component that implements lightning:isUrlAddressable (see ref)

Here's an example with a Custom Metadata Type called Region__mdt. You can access it via the relative URL /lightning/cmp/c__Region?c__apiName=YOUR_IDENTIFIER_HERE:

Region.cmp (Aura)

<aura:component implements="lightning:isUrlAddressable" description="Region: {!v.apiName}" >
    <aura:attribute name="apiName" type="String" />
    <aura:handler name="init" value="{!this}" action="{!c.onPageReferenceChange}"/>
    <aura:handler name="change" value="{!v.pageReference}" action="{!c.onPageReferenceChange}"/>
    <!-- Embed the LWC like this -->
    <c:regionDetail apiName="{!v.apiName}" />
</aura:component>

RegionController.js (Aura)

({
    onPageReferenceChange: function(component) {
        var myPageRef = component.get('v.pageReference');
        component.set('v.apiName', myPageRef.state.c__apiName);
    }
})

regionDetail.html (LWC)

<template>
    <header class="slds-page-header slds-page-header__row slds-page-header__col-title slds-media slds-m-bottom_medium">
        <lightning-icon class="slds-media__figure" icon-name="custom:custom78"></lightning-icon>
        <h1 class="slds-media__body slds-page-header__name slds-page-header__name-title slds-page-header__title">
            {region.Label}
        </h1>
    </header>
    <section class="slds-box slds-theme_default">
        <dl class="slds-list_stacked">
            <dt class="slds-item_label slds-text-color_weak slds-truncate">Region ID</dt>
            <dd class="slds-item_detail slds-truncate slds-m-bottom_small">{apiName}</dd>
            <dt class="slds-item_label slds-text-color_weak slds-truncate">Area Factor</dt>
            <dd class="slds-item_detail slds-truncate slds-m-bottom_small">{region.Area_Factor__c}</dd>
        </dl>
    </section>
</template>

regionDetail.js (LWC)

import { LightningElement, api, track, wire } from 'lwc';
import getRegion from '@salesforce/apex/RegionController.getRegion';

export default class RegionDetail extends LightningElement {
    @api apiName;
    @track region = {};

    @wire(getRegion, { developerName: '$apiName' })
    loadRegion(response) {
        if (response && response.data) {
            this.region = response.data;
        }
    }
}

RegionController.cls (Apex)

public with sharing class RegionController {
    @AuraEnabled(cacheable=true)
    public static Region__mdt getRegion(String developerName) {
        return [SELECT DeveloperName, Label, Area_Factor__c
            FROM Region__mdt WHERE DeveloperName = :developerName];
    }
}