Everything works fine. Stop worrying.
If you want to be 100% sure (and this is smart in general in all of life!), open a bank account and get a credit card tied to it for payments. Go to taobao or AliExpress or something where Alipay or WeChat are used and try them out with your new financial details.
It doesn’t matter what credit card you get because credit cards are an incredibly not private method of paying for stuff and merchants, processors and everyone else are strongly incentivized to collect and sell user transaction data.
This is going to sound counterintuitive, but don’t get a vpn to bypass the firewall if you don’t have a non-espionage reason to do so. The reason I say that is you’re pitting yourself against a nations cybersecurity people and there’s a good chance they’re smarter than you. It would be better to be able to say “I saw on reddit that I could use this vpn to access this forum for a game I play” and then show the cops all your cringey posts and your hundreds of hours of playtime than to say “I wasn’t doing anything!” or “I just value my privacy!”.
