If the only reason you want to use soulseek is to save money, then paying for a VPN wouldn’t work out that much cheaper than Spotify premium as far as I’m aware. As you are appear rather paranoid, perhaps a modded Spotify frontend would be best.
However, a VPN isn’t really necessary for soulseek as it is ptp.
But, I would actually (obviously) recommended switching to soulseek as that allows you to build your own library of lossless audio files, which then of course involves spending large sums of money on high capacity drives but is a fun hobby to have.