Not sure if I used the correct terms but what is the difference in security and privacy between downloading from a public wifi (or a closed wifi; with password) and mobile hotspot (sharing 4G/5G data from your phone to your computer)? Which one is recommended or does it not matter?
Yes a VPN will hide your IP address from the server you’re connecting to. The VPN service will still see your IP and may log/record it. You also have to watch out for things like DNS leaks.
Also have to make sure that the public WiFi network one’s device is connected to doesn’t block VPN connections, as was the case at at least one Walmart I tried using the WiFi at.
Absolutely! Wireguard (for example) uses UDP 51820 (normally) which will mlre than likely be blocked, but that won’t stop you from using something like cntlm to proxy it over an allowed port like 443/80. DPI or some intercepting proxies would likely still filter it.