Keywords? My info is somewhat dated but socks5 used to be the best proxy, now there is mobile proxies ipv4. I've heard socks4 leaks info. Look at ssh tunnel too through like putty for encrypted tunneling. Private proxies can be leased though are more for running software.
I've been using proxies since high school to get around filters, 32 now. VPN is going to blanket cover your connection but is one piece of a more secure setup. There's different protocols you can use if one goes dead, switching that usually works. Get a VPN that doesn't keep logs.
Chances are your iOT devices keep logs, even a phone. Modem routers with SIM card are an option, they do not, I believe. There's even ones that take 2 SIM cards and can act like normal router now days.
So if you are using a VPN the people who maintain the server can probably still see what you are doing, that's why it's best to work with the TOS of the service provider.