I'm not sure if Robinhood allows users to withdraw cryptocurrencies from their accounts, but you can do it the classic way. Sell all your holdings on Robinhood, transfer them to your bank account, then to an exchange, buy Bitcoin and then transfer them back to your personal wallet - preferably a cold one if you plan to hodl for long-term.
This is the right answer OP. But to what wallet you should use its all depend on you, can buy ledger wallet or use desktop wallet or mobile wallet depends on what you preferred to use that you can own the keys. But first sell or your bitcoin in robin hood and convert it to fiat then buy from reputable crypto exchange that you can use in your country .