As much as I'm impressed with Apple's public stance about privacy, I don't recommend using your current setup for establishing ~anonymous personas. It's just too connected to "you".
I run VMs on VirtualBox in Linux. Mostly Linux VMs. And I use nested VPN chains, implemented using virtual networks of pfSense VMs as VPN-gateway routers.[0] That guide is pretty old, but the basics are still OK. Specifics about pfSense configuration etc have changed a little.
You could probably do pretty much the same thing in MacOS. But I don't know for sure. I have some vague memories about VM sluggishness in MacOS, but I could be misremembering.
One cool think about Apple is that their online store is privacy-friendly. Just for fun, I managed to create a persona with an Apple account, funded through Bitcoin giftcards. And I managed to buy software for a Hackintosh VM.
0) https://www.ivpn.net/privacy-guides/advanced-privacy-and-ano...
Edit: The most secure way I know is using Qubes. But that may be more than you need. Unless you're already a target. Or you work with malware, or with people who work with malware, and/or are into exploits.