Hi,
Is there a difference between using a BTC mixer vs just Swapping BTC to XMR and then to whatever currency you want.
Yes, there is a very big difference between the two statements you just gave as above, because what a Bitcoin Mixer does is to make your Bitcoin more private, and by that I mean hide the root of your Bitcoin, hereby making it untraceable on the Bitcoin Blockchain, and it's not always free, as it comes with a fee for whatever amount of Bitcoin you intend to mixed (i.e making it more anonymous). E.g of a Bitcoin mixer is Sinbad.io
Once it has been converted to XMR, it is private correct?
No.. Using a Bitcoin makes your transactions more private than mere converting to Monero (XMR)