If you're only talking about the download process, and you are downloading at home, then a trustworthy VPN is the (only?) way to go. I'd look into Mullvad or IVPN.
If you are also talking about other processes surrounding downloading, such as registration, creating accounts, communicating with people over the Internet, use fake names ( https://www.scifiideas.com/cyberpunk-name-generator/ ), e-mail aliases ( https://simplelogin.io/ ) and respectable DNS providers ( https://quad9.net/ ).