I haven't used Sparrow although I've been seeing it mentioned frequently these days. I looked into it a couple of days ago and like the features it provides, like an integrated block explorer. I was hoping it could connect directly to core and wouldn't need to a remote SPV server, but from reading the documents it looks like it just uses Electrum SPV servers for it's connections. I may install it and play around with it for a bit just get familiarized.
You can pair Sparrow Wallet with Bitcoin Core directly; however, this type of connection, from my own experience, appears to be very unstable, and often it is very difficult to identify what's wrong. Of course, like in the case of Electrum wallet, you can use one of the public servers or one of the "trusted" ones that were chosen by Sparrow wallet devs, but it is always recommended to spin up your own Electrum server with the easiest option being Electrum Personal server, especially if you're a Windows user. The other options, such as Electrs, require tinkering with software or hardware and considerable disk space.
As for CoinJoin, I'm still on the fence about it. Same with JoinMarket, tbh. I don't mind using ChipMixer for some things, but usually I rely on Monero to break the link between me and my coins.
By using Monero you may break the link between past and future transactions, but essentially you are merely swapping your transaction history with other users like in the case of CoinSwap.
It is quite sad to see all these reputable accounts running around promoting a wallet that's hurting the fungibility of bitcoin. Talk about biting the hand that feeds you. I guess that's what you get when you mix greed with short-sightedness.
At least, those users promoting Wasabi Wallet will know for sure that they are getting paid with clean, carefully filtered coins that will never be blocked by regulated entities.