For a small extra per month, you could rent out an offshore dedicated server and install OpenVPN, or the like.
At least that will give you the extra protection knowing that you are in full control of the server and there is less risk of the provider monitoring/logging what you are doing.
How would someone with no internet 'skills' do this on Windows?
This is talking about setting up a remote machine offshore, not changing your machine.
So I 'offshore' or route my connection through this remote machine? Any links for accomplishing this?
You need a bit of Linux command line experience to accomplish this, and on Windows/mac (not used it in years) you may need to install extra utilities.
*Rent (paying monthly) for a dedicated server. Like
these French ones.
*Set up OpenVPN (Google 'OpenVPN linux tutorial')
*Use a VPN client on your PC/phone/etc which then routes all of your traffic to the server, and from there it goes out 'to the internet'