I wouldn't say that I go to the effort of making myself unidentifiable, but my "defaults" are with relative anonymity and privacy in mind anyway, ie donations in Monero, anti-fingerprinting, VPN, lack of persistent browser storage, full disk encryption. So I guess I don't take steps because my regular browsing is already reasonably private, private enough that I don't feel the need to take extra steps for minor shit like buying drugs online or donating to things. I do take extra steps to make sure there's no simple way something can be traced to me for more serious stuff but I don't think making a donation to a piracy website is serious.

In terms of using paypal, unless it's illegal or criminalised to donate to piracy in your country, it should be fine too. Normally it's just actually pirating (or sometimes only distributing) that's illegal so donating shouldn't be prosecutable, again unless that actually is a law where you live.