Fuck matrix.org, just selfhost.
You need VPN to hide your traffic from your internet provider, your OS will not help with that. Use Mullvad, nothing else.
If you want more secure OS, that will respect your privacy, your only options are Linux or BSD. If you only have experience with Windows, go with Linux Mint. Keep in mind that it is a fork of Ubuntu, so guides and packages for Ubuntu will work for Mint almost always.
Mint is more suited for newcomers.
What passwords where?