I have a feeling that if you do trading on centralized exchanges with such a setup, sooner or later some may ask you for extensive KYC and such.
At least for VPN, there was this topic just 2 weeks ago: Is it safe to use Binance on VPN

Imho you're overthinking it.
A safe OS is good, hardware wallet is better, using hardware device for 2FA (some of the hardware wallets can do that too) is even better (although I didn't try this yet myself). If you want to be safe, these are some of the checkpoints. Also plausible deniability may be important too, see Necessary reminder: watch out for $5 wrench attacks