If I wanted to accumulate some BTC anonymously and just hold it
would this work?

Buy XMR on a KYC exchange.
Withdraw it to a Monero wallet connected by TOR or VPN
Transfer to a second Monero wallet connected by TOR or VPN
Send XMR to a non KYC exchange and buy BTC
Withdraw to BTC wallet connected by TOR

Any corrections, suggestions, or better ideas?