For me the safest way is through a reliable exchange like Coinbase, Binance, Kraken... These sites are pretty secure, but remember, since they're online, they can still get hacked. So make sure you’ve got 2FA enabled to keep things safe.
For long-term storage, use a hardware wallet and use an exchange wallet if you’re just starting out, but don't keep too much there.
Also using a proxy for buying and storing Bitcoin is an option if you want to hide your real IP address, i think most people do it.
Any recommendation for proxies pls?
If for privacy when trading proxy, I think you should use rotating ones to avoid being blocked by the site for making too many requests in a short time. I just used 9proxy and smartproxy, they're all good enough, stable. I'm using 9proxy lately bcause my workplace provides it, so I think it must be a good one.