Have coin on an exchange, and now my own full node, now what?

[FYI I already know all the basic warnings about PMs and dont give out your address, etc, etc]

I bought my first BTC a couple months ago on Swan... and then later learned about running your own node and KYC. It's still sitting on their exchange and I need to move it off to either my new hardware wallet, or a software wallet like Sparrow or Electrum.

I'm looking to understand the best practice basics now that I have my own full node running. I haven't found much info on this, so would I first move off Swan directly to a new wallet sitting on my node itself (mynodebtc), and then to my own offline software or hardware wallet? Or do I just connect Sparrow directly to my own node, generate a receiving address in Sparrow, and then fire away sending to it from Swan?

Ideally I would prefer non-KYC, as anyone would, just to minimize future govt control and havoc (they cant control as easy if they don't know you have it). I'm already cooked with KYC, so where it goes it will forever be a KYC only wallet. It's probably dumb to sell it and have to figure out the taxes on a ~$800 profit just to start over and move to non-KYC. So maybe it's ok to have a little KYC coin? But at the same time in the future I would probably keep a separate wallet for non-KYC and move toward.

Lastly, what's the best "order of process" to use my node properly for non-KYC in the future using P2P? For the P2P receiving address, would I point the sender to a wallet that is ONLY connected through my own node? or does it need to be sent to a wallet actually sitting on the node itself first, then to a sparrow wallet connected to my node?