First thing you need to have in any of your bitcoin wallets is using good address management, that means creating labels with naming addresses and transactions.
That is possible to do in Electrum, Sparrow and is hardware wallets with Trezor Suite app for example.
Another thing you can do is using Bitcoin Silent Payments for more privacy, one of the wallets supporting that is Cake wallet.
Be careful with your change address because that can also link your addresses, and don't consolidate coins from separate addresses.
Last thing you can use is coinjoin, joinmarket or other mixing tools, and privacy coins.