Not sure if I used the correct terms but what is the difference in security and privacy between downloading from a public wifi (or a closed wifi; with password) and mobile hotspot (sharing 4G/5G data from your phone to your computer)? Which one is recommended or does it not matter?
Short answer: Mobile hot spot (w/ your own cellular device) is preferable to public wifi from a security perspective.
There are other considerations, such as how much cellular data downloads cost to you, what sites you’re visiting, what you’re actually doing, etc. In general, it’s advisable to avoid public wifi if you can, but if you must connect to public wifi, then you should make darn sure you connect to the right network (watch out for imposter networks w/ a legitimate looking name) and use VPN (ideally a paid service) to encrypt your traffic. Even with both of these measures, you’re best off avoiding sensitive activities like online banking on public wifi. If you must do banking or other sensitive stuff, either do it on your phone or wait until you get home.
Hope this helps.
Editing to add: When I initially responded, I’d forgotten which community I was in. In this context, I believe the other responses are better than mine, but I’ll keep mine up in case it helps other readers.