Firefoxes strict settings are okay but not perfect, have a look at librewolf for an easy solution, or my Arkenfox softening tool to modify arkenfox to be easy to use.
Did you debloat your xiaomi phone already? May help with some things, but of course not much, but
do you have google play services enabled?
what keyboard do you use
what mobile browser
Facebook messenger is cancer as its unencrypted afaik, so they read everything. Poor you.
An adblocking dns is good, do you have android tracking blocklists, to make xiaomi phones usable? But to be fair, samsung is way worse
Try shelter and isolate all these bad apps and disable them when not needed