Conclusion: we should not try to maintain our privacy by relying on centralized services as such centralized services are likely to be shut down and such services are full of risks and red flags due to requiring a middle man, when it comes to maintain a good privacy, while Bitcoin is fully P2P.
You have covered all the points related to the privacy issue well, the main problem is with centralized and even decentralized third party services because all these services can be attacked and taken over by the government.
It is absolutely true, as you mentioned, that Bitcoin is completely P2P, but even this has a point of failure in my opinion, because it depends on trust. You cannot send Bitcoin to the other party unless you know him or trust him. If you want to send Bitcoin to someone you do not know, then You need a broker or collateral otherwise you run the risk of losing your money.