On a computer, just log in to your Google account via a browser and you can change your settings there.
Firefox as a browser gives away less information to websites it visits than the others on my phone, but it does depend on how you configure it. If you do a search from Firefox and you have Google set as your preferred search engine then of course Google get information about your searches, and any other information their website can get from your browser. As for the Web and App Activity logging, I can't tell you what Google learn from your use of Firefox on an Android device because I've had that turned off for a very long time (and deleted everything that was on there as well), so have no way of checking. But you are using Mozilla's app on Google's OS, so if that option is on I wouldn't just assume that Google only get information when you use Google apps. You can look at what information they have recorded for you under this heading though, so you can see for yourself what they can record of your Firefox usage.
You'll need someone else to advise on VPNs. I've used a few for specific purposes (e.g. corporate or institutional logins), and have made some use of non-root ad blockers (which use VPNs), but I do not use a VPN routinely and so cannot make any recommendations.