The state of the current "modern" web is immensely regrettable. I can't barely believe my eyes when I'm on someone else's computer without an ad-blocker. Maybe even more impressive to me is how much people have grown used to it and just... don't care.
Anyway, if you care about privacy and want to use a Firefox-based browser, Librewolf is probably the best one out there right now. It comes with strong defaults focusing on privacy and I'd suggest not changing them (you'll blend in more with the rest of Librewolf users who also haven't changed the defaults).
You can, and most likely will have to, change the rules of the ad blocker to make some sites work properly again. This will be time consuming and frustrating at first, but you will be amazed how the loading time from many popular websites drops instantly.
To give you an example:
Top screenshot if with uBlockOrigin enabled; bottom is disabled. Nearly 6 seconds difference in loading time, and 10 times the bandwidth. This is sometimes even more drastic with some pages, but it's also true that it isn't always this bad.
uBlock Origin also tells you how many connections are blocked, which the screenshot above doesn't reflect accurately since it only shows actual resources (files, etc.) and not any other type of connection:
74 connections blocked... and the page continues to work.
For reference, the page in question that I'm using for this example: