XFCE usually. Two years ago it didn't support my weird multi monitor configuration, so I still have one computer with Gnome.
It depends! Most AC to DC converters actually convert from AC to DC back to AC (at a higher frequency) then to DC again. The higher frequency means you can use a much smaller and lighter transformer for the same power. Depending on how it does the first AC to DC step, you could be ok giving it DC, but I wouldn't do it unless the power supply says it's rated for it.
VPNs don't really help with online safety nowadays. Nearly all websites are encrypted, so you don't have to worry about someone on your WiFi network stealing your data. VPNs are reasonable for getting around location blocks with streaming services (e.g. watching a UK-only show on Netflix while in America), but some streaming services are wisening up. VPNs can be helpful for piracy, but I'm not sure if they are necessary. If you are torrenting, set your client to "require encryption", and disable DHT and all local peer discovery.
I barely trust paid VPNs. I definitely don't trust free ones.
You probably don't need a VPN.
I wish Behringer did fewer shitty things so I could feel ok with buying from them. https://youtu.be/p5RSIWbZ6Vc
The upgrade is expensive enough it may make sense to just buy the MK4 outright and keep the MK3 as a second printer. I haven't done that yet, but it's a definite consideration.