So I have a friend....

Has just bought more btc from an exchange with KYC.
The funds/purchase all legitimate, but concerned about future privacy.
If transfer directly to a wallet, then it is easy (for gov't) to find who owns that wallet.
Can transfer through a few wallets, which just makes a trail and adds a few minutes to research time.
Yes, could claim that it was a payment and deny ownership or theft if needed in the future, but much prefer a way so any questions do not even arise.

But what are other options?
-Use a mixer?
-Transfer to another exchange without KYC and sell for Monero etc. then buy btc back?

What other ways to increase privacy for exchange-bought btc?