There is a big over confidence in VpNs and I think it's because the VPN providers oversell their product.

VPNs primarily give you privacy from your local ISP, not necessarily anonymity. And the VPN provider then takes on the role of ISP and has the technical ability to inspect your traffic as it goes by. They may agree not to do that in the one-sided non-negotiable unilaterally-updatable ToS they offer you, but you have no means of knowing if they stick to it, and they almost certainly have carve outs in the terms to comply with local (to them) law enforcement demands.

I assume they know who you are and what you are doing if it is online. VPN is a good security measure, but one screw up and they've got you. At least for your current connection.

Most people are still going to be logged into sites. Your cookies will give you away if you have any common tracking ones. Browser fingerprinting and other techniques can also be used to figure out who you are, even in incognito.

Then there is chat control, which is how they really want to get you, but that's another topic.

Well privacy doesn’t necessarily mean anonymity. They are different things and have different solutions. A VPN gives you privacy but doesn’t automatically make you anonymous. I think the other comment has a good point that VPNs are overselling their products. And it’s true, defense-in-depth is the proper way to go about it, and not to rely on one thing to solve all your problems.

My VPN doesn't share my data with their 9000 advertising partners like my ISP does.

Over confidence in VPNs

Sure, I'll buy that. I mean, all the VPN power in the world is useless if your DNS leaks. As you are probably well aware of, there is no magic bullet. It is a series of layers.

The Portmaster with its SPN is a good approach, apart of the encrypted DNS which Portmaster use, the SPN permits a difference to an Normal VPN, to use simultaneous different servers for different websites

But a small VPS, setup your own wireguard instead of relying on 3rd party VPN services