We investigate the construction of approximated exchange-correlation functionals by interpolating locally along the adiabatic connection between the weak- and the strong-coupling regimes, focussing on the effect of using approximate functionals for the strong-coupling energy densities. The gauge problem is avoided by dealing with quantities that are all locally defined in the same way. Using exact ingredients at weak coupling we are able to isolate the error coming from the approximations at strong coupling only. We find that the nonlocal radius model, which retains some of the non-locality of the exact strong-coupling regime, yields very satisfactory results. We also use interpolation models and quantities from the weak- and strong-coupling regimes to define a correlation-type indicator and a lower bound to the exact exchange-correlation energy. Open problems, related to the nature of the local and global slope of the adiabatic connection at weak coupling, are also discussed.