Tech community’s views differ wildly on the matter, and you would find many articles arguing which one of the Linux distros is the safest. But Qubes OS is often at the top of the list since it is primarily aimed at security.
No matter which distro you choose, adding a VPN into the mix is always a great way to get additional protection for your privacy and online data. It hides your real IP address and location and encrypts all the data you send out and receive. This way, even if your connection was intercepted, it would look like a bunch of gibberish.