I don't think #3 is true any longer. I don't believe you need Google Play Services to activate eSim.
You would have to install GoS, then activate eSim. With either sim there are downsides. You are exposing yourself to a cellular network, however with GoS, you can shut off 2g,3g, and 5g as well, to reduce your attack surface. Your best option is to be on a WiFi hot spot, on airplane mode.