I’d go all physical yet digital is usually cheaper as games go on sale more often. Unless I am after some fresh release, I don’t rush my purchase and wait for the digital game to go on sale.

Using a free vpn is basicaly inviting the vpn service to your home and offering them to sell all your traffic and browsing data. It might be better to use no vpn at all over a free one. Remember - if it’s free, you are the product….