I want to protect my transactions (tx), so I've heard that one of the best habit is to use its own server to protect its address and accounts from public information
When you say "protect", do you mean protect against theft or protect your privacy? You could use Electrum over Tor. That still means the server can know which addresses belong to the same person, but it doesn't know who and where you are.
Yes, my goal is to use pruning blockchain but I guess I still have to download the full blockchain at least once before the pruned node keep only the last ones..
If you set Bitcoin Core to prune when you first start it, it will prune on the fly. So if you prune to the minimum (550 MB
blocks), it won't take more than ~15 GB (my current
chainstate takes 12 GB). But syncing is just as demanding (in terms CPU, bandwidth, RAM and disk activity) so takes a while.
--> so it won't fit with my need for privacy
Bitcoin Core is indeed more private, especially if you run it over VPN/Tor.
My idea is to have : pruned node + sparrow
Plus hardware wallet? Depending on how much you're going to store, it's good practice to think about safety from the start.