calpurtmun Infinity is great because you don't even need to be signed into an account but can still follow subreddits.
calpurtmun
I use Proton VPN and it works. Maybe you can trying changing the Mullvad VPN server location?
I did this in the past. I think all alternative reddit apps currently make direct connections to Reddit, which I never liked regarding privacy - even without an account. I think every time you load the app it is downloading again the images for each subreddit that you subscribed to - which would make a good fingerprint?
I am not experienced enough to know how much data Reddit can obtain when using those apps, or if Infinity just uses API calls and only your IP is exposed, which would be cool as a VPN user.
The frequent VPN hopping annoyed me too. That is why I switched all subscriptions to RedLib in Vanadium (could even go without JavaScript), which will proxy all requests and media. If the instance ever fails, you can export your list in the settings to another.
I would encourage to use compact designs - to not autoload images or videos, as this will make the servers traffic spike. Only clicking on an article will load it fully. A bit less convenience but never needing VPN hopping again, and being completely private, when using a reputable instance.