Generally, sideloading should be avoided where possible, as it is the least secure method of installing apps. The recommended way is through Stores implementing proper safety checks and auto-updates. Aligning with this, the current recommendations are Accrescent and the official Google Play Store via sandboxed Play Services.
Aurora Store or F-Droid are generally not recommended, due to partly rather severe security issues and broken auto-updates.
Having sandboxed Play Services installed does not reduce security whatsoever and is probably the better way of obtaining those apps, security-wise.
The privacy impact of sandboxed Play Services is also minimal, due to (how the name suggests) its sandboxed and unprivileged nature, being confined to the normal app sandbox without any dangerous permissions out of the box, no privileged system integration or elevated access.
Hence I would recommend to obtain the apps from the official Play Store, as being the most secure way.