I was thinking about using a VPN when broadcasting transactions
If you're broadcasting them through your own node, you may want to use Tor. If not, you should.
As for UTXO consolidation, I only consolidate UTXOs from the same source, if I do at all. None of them are KYC. "Same source" can be, for example, coinos.io or some other custodial but no-KYC service.