If you want anonymity, it is better you connect your Electrum with Tor, and that should not only be when you are making transaction but anytime you open the wallet and doing anything on the wallet including while making transaction.
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Do you think that OP can just figure out what exactly needs to be done in order to use Electrum+Tor considering that he uses an online wallet? Some tutorial would be of great help, or maybe it would be better if you advised him to try the Sparrow wallet which has Tor built in, which is in any case a much simpler option than configuring Electrum with Tor.
Even if OP creates a new non-custodial wallet and uses VPN or Tor from the beginning, and sends his BTC from the online wallet he currently uses, there is still a possibility that someone will link those coins to his identity if he has ever used KYC anywhere in to the process of buying/keeping those same coins. Of course, there is always a way to break that link, you just need to know what the mixer is for
