There are many things you can do to improve your privacy while using Bitcoin, and for many reasons. None of them are illegal, and being private is not illegal. Privacy is for everyone. It is a human right.
Most people have KYC coins. Even if they are in self custody, they are subject to government attack.
Mixing coins on its own does not do enough to prevent this, as your KYC exchange data exposes how much you own, so hiding the location of the coins on the blockchain is not enough.
If private non-KYC coins are managed poorly, that will undo any privacy, and cause them to be linked to your identity, effectively making them KYC coins. Great care needs to be taken.
This detailed course will teach you the skills you need.
Similar to the self-custody mentorship service, classes are one to one, via video calls.