I'd recommend to install electrs and tunnel it through Tor as described above, for better security.
Eventually I'd like to setup a private electrum server. Is that viable to run on a windows PC? And do you have any recommended guides to setup an electrum server? I also have no experience with tor so any recommendations for that? I'm assuming that's a straight forward verify and install?
Sure! I'd probably point you to this guide:
https://bitcointalk.org/index.php?topic=5367296.0It actually makes you run it inside WSL, which is a Linux subsystem running on your Windows PC. I think that's a very good way to do it, because doing such things straight in Windows is usually a huge pain.