If you are doing any sensitive activity on the Web, you should always use a Private Browsing window.
The keychain (password vault) is built into the OS. You can share it among devices using iCloud Keychain in the AppleID system preferences.
A firewall isn't a security tool. It is a network management tool. Yes, the hardware that protects a company from external threats is called a firewall, but it is nothing like a software firewall. You likely have a Network Address Translation (NAT) router between you and the Internet. That is effectively a hardware firewall.
Similarly, a VPN allows a company to allow employees access to the internal network from outside the network. The Private in Virtual Private Network doesn't mean "privacy."
If you are using a VPN for privacy, all you are doing is routing all of your activity through one server which can aggregate you into one single, magnificent bundle to sell you off to the highest bidder. That bundle is worth a lot more than the individual pieces collected by a single website.
In Safari 15, Apple has introduced IP Private relay which obfuscates your IP address so that you cannot be identified (tracked) while surfing the web. The IP it reports may not even be within your region. This does cause problems with Streaming Cable services which expects you to be on their network or with services that do not want you going through a relay. You can disable it when you need to do those things.
Effective defenses against malware and ot… - Apple Community
