Difference between downloading on public wifi and mobile hotspot?
Not sure if I used the correct terms but what is the difference in security and privacy between downloading from a public wifi (or a closed wifi; with password) and mobile hotspot (sharing 4G/5G data from your phone to your computer)? Which one is recommended or does it not matter?
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Well, using a mobile hotspot will tie the IP address to your phone, so probably not a great idea if your name is listed on the account. Honestly, just use a quality VPN and you'll be fine with your home connection.
I also did use a VPN on both mobile and computer. Does that change anything?
Yes a VPN will hide your IP address from the server you're connecting to. The VPN service will still see your IP and may log/record it. You also have to watch out for things like DNS leaks.
Also have to make sure that the public WiFi network one's device is connected to doesn't block VPN connections, as was the case at at least one Walmart I tried using the WiFi at.
Absolutely! Wireguard (for example) uses UDP 51820 (normally) which will mlre than likely be blocked, but that won't stop you from using something like cntlm to proxy it over an allowed port like 443/80. DPI or some intercepting proxies would likely still filter it.
Even if it's not the same protection as with a VPN sharing your mobile connection is a better idea than using your real ISP connection. Cause in fact most of mobile ISP use about 200 people on the same IP adress, that's why for example these IPs are good for scraping, because Google and others web services whitelist these IPs cause they know that they are going to ban 200 people