I received a call from Capital One recently. Dude was trying to tell me that I had charges made in Georgia, have I been to been to Georgia recently, they think it's fraud. The phone connection was terrible, his Indian accent was THICK, I could hear other people in the call center. I've dealt with CO fraud department before- they didn't sound at all like this. I asked him for the last four of the card number used because I have multiple cards with them. He gives me the first six numbers. I tell him that only tells me that it is a Visa/MC/Amex/Discover and what bank. Stop trying to scam me. He got upset and hung up. I called CO directly and they had no idea what I was talking about. Just another scammer.
Get a cheap VPN like SurfShark VPN (follow my links to get 82% off - just kidding but I do use them). It's perfectly safe to use a cheap VPN like that if you're just trying to hide yourself from non-governmental actors to keep your private info private.
Much easier to let them operate and collect taxes on them and then send the normal police when you want the data they so conveniently have collected and organized for you.