I use headscale (or sometimes just plain wireguard) and a few cloud hosts as exit nodes. A real literal VPN not just a glorified proxy. 3rd party sites don't know my local IP; just the exit IPs that I control. The hosting provider could still maybe glean the link from the VPS to my other devices, but it seems safe enough especially if you pay for the VPS with ecash over another proxy channel.
Total cost is maybe a tad more than a Mull or Nord, but VPSs can do more too, so...
so tl;dr... I guess you're right, it's not straightforward at all. 🙄