Nah, that’s what actual Linux distributions are for. Linux runs on almost every server and powers nearly the entire internet while Windows is used to play fancy video games.
I’d err on the side of caution. I always use a VPN for privacy reasons, my ISP doesn’t need to know what websites I’m visiting and which P2P protocols I use. Also, there’s no need to expose my approximate geographical location to every service I connect to.
Why would Signal stop accepting European phone numbers? It’s not like they want to leave the EU, they can just continue offering their services to EU users, but they can’t have servers or offices or any legal entities in the EU if they get banned. That’s not such a problem, you can access Signal over the internet from anywhere in the world, and if EU states start blocking Signal, you can still use Signal TLS proxies, good old VPNs or Tor. Edit: Signal is also banned in Iran, but they of course accept Iranian phone numbers, as they don’t impose the ban, the Iranian government does. You don’t really have to worry about this, I’m sure Signal will do everything in their power to continue to operate, even in jurisdictions in which it’s banned.
In terms of security, Vanadium is better than Mulch. Mulch uses some of the patches of Vanadium, but it lacks many security improvements that are present in Vanadium. My current setup is Vanadium for tasks where high security is very important, and Mull for just standard browsing.