Not sure if I used the correct terms but what is the difference in security and privacy between downloading from a public wifi (or a closed wifi; with password) and mobile hotspot (sharing 4G/5G data from your phone to your computer)? Which one is recommended or does it not matter?
Absolutely! Wireguard (for example) uses UDP 51820 (normally) which will mlre than likely be blocked, but that won’t stop you from using something like cntlm to proxy it over an allowed port like 443/80. DPI or some intercepting proxies would likely still filter it.