I would use a performant server which is recommended in the FAQ of your VPN provider. Optionally outside of your countries jurisdiction, but not really required, if it’s just copyright infringement.

Regarding copyright infringement :

Law firms specialized in mass cease and decist letter dispatching do the low effort approach. Like Waldorf and Frommer in Germany - now Frommer only. What happened to you Mr. Waldorf? Their approach is: Get an IP. Look up the user address. Send the threatening form letter. Collect the money and cease and decist declaration. Rarely they will go to court.

And I doubt they spend much effort to find out who you are if the IP/ traffic is slightly obfuscated by a VPN provider - regardless of the exit node. It doesn’t hurt to use a server that is outside of your countries executive sphere of influence but I doubt it makes a difference for the above mentioned law firms.

There would be means to detect what you do with the VPN tunnel - secret services and police do that by analyzing bandwidth usage and active connections on the exit node. But those authorities don’t care about copyright infringement on the most recent how I met your mother flick. It’s the media companies and they don’t care about justice but to deter as many people from infringement as possible with not too much cost and effort. They would like to get rid of VPN providers and they are working on it, which shows that VPNs are effective.

To be fair. My knowledge is dated and might be incorrect. AI and all…