I know a blockchain wallet is a safe way to store, manage, and spend your cryptocurrency.
You mean blockchain.com wallet, right? That's not a safe way to store or manage your cryptocurrency because blockchain.com is not an open-source and is controlled by them, i.e. by 3rd party. Never make yourself dependent on 3rd party when you decide to store or manage your cryptocurrency.
I know I am not that techy but I have got to ask, is there / will there be a security issue when handling such transactions?
There won't be any issue, VPN will help you to improve your privacy. If you decide to use wallets like Electrum that are connected to other nodes, keep in mind that there is a chance, when you make a transaction, nodes that you are connected to might get your IP address and will be able to see transactions sent by your IP. That's why it's better to use VPN or connect to Tor when you use wallets like Electrum.