No problem for the questions, happy to help where I can, I’ll do my best answering them :)

When it comes to the separation between OSX/Windows and linux I believe the most important bit is where the trust is placed. For the proprietary ones you have to trust what the companies tell you, for linux/BSD and other free software you can look at the code or trust that other people have done that if you can’t. Is not that linux devs are more trustworthy than Microsoft/Apple devs, is that they don’t need to be. So yeah, kind of only because of the open source nature of it. In relation to firewalls and security, there are plenty of options to install on linux, open and closed source. But you will have to do that yourself.

On the matter of security itself its important to differentiate between the OS security and the software that you run. The security of your browser doesn’t depend on whether it runs on linux or windows, but on the browser itself and what you do with it. So shoping on linux, since you do it from the browser, is in principle equal independentely of OS. For the OS itself, not only its as safe, but in cases like QubesOS, it’s generally agreed upon that is degrees of magnitude safer. And in other cases it mostly comes down to your usage of the computer and what security meassures you add to it. The difference is that in Linux you get to decide which are those.

On the topic of downloading OS images, most of them have cryptographic signatures that will allow you to verify that you downloaded the real thing. People that know how computers and the internet work underneath tend to be paranoid as well so there are verified methods to be PRETTY sure about these things.

I hope I helped clarify a bit, but as you can see there is a world of depth to these topics and we are only scratching the surface here. I strongly encourage everyone to give it a try, there are lots of resources online that can help you get a pretty good understanding without needing to know code.