On a Mac it's easy peasy: you've got File Vault and Time Machine :)
With the latter you just plug in an external drive and you get an automated incremental backup of all your data. It doesn't have a ton of options and settings but it gets the job done and in 10+ years it has never let me down.
File Vault just works. It's transparent. Not much else to say. You may also consider file-vaulting your backups, since they reside on an external disk that could be lost or stolen etc...
As VPN I have used several, one that I like is Buffered VPN. They don't log your browsing history and don't share data with third parties:
https://buffered.com/faq/buffered-ensure-privacy-using-vpn-service/
(Not all VPN services do this)
Of course a VPN will only go so far in protecting the privacy. There's a lot more going on, websites that track you, browser fingerprinting etc... For that problem you could keep a copy of Tor installed and use it when necessary. Also the browser's "Private mode" can be enough to avoid the nasty cookies.
For instance Amazon tracks every move you make. They remember who you are via cookies/supercookies and I hate to get spammed with "suggestions" about products I don't want to buy... only because I looked them up once. Couple of years ago I searched for an expresso machine for a friend and I got 3-4 emails in the next days recommending more expresso machines, coffee mixtures and coffee sets... jeez!
Two months ago I bought a pair of headphones, next 3 emails... more headphones!
If that's an example of the incoming "AI revolution" ... we're doomed!
Cheers