How to Setup SOCKS5\Shadowsocks Proxy via VPN & Vera Question

Hello, concisely as I can I have been getting into online privacy the past while and have done much research on most topics with a good general understanding. My current topic recently has been proxies, Shadowsocks inparticular. Admittedly I've been doing a lot of reading into proxies etc and I understand the general concept and Shadowsocks with a VPN but haven't put it into practice.

https://mullvad.net/en/guides/shadowsocks-and-mullvad-vpn/

The mentioned link is my provider and I mostly understand the instructions but could someone experienced explain to me if Shadowsocks is safe to use, and a very basic run down of setting it up in W10, making sure it is setup properly and optimized, if anybody could it would be appriciated.

Overall I've read Shadowsocks is better for speed, VPN traffic is not as obvious and it can give the proxies fingerprint other than your devices, if any of that is correct?

And finally with Veracrypt [Another sort of new concept] I understand it and know encrypting the drive only protects against physical theft. I have been wondering if you had a slave partition lets say and you ran your OS from that and encrypted the main partition, would that protect the file system? [out of my personal interest]

Any advice or response would be much appriciated. Thank you