Should I use FTP or SFTP when downloading files to a PC from a Seedbox?
What is safest when not using a VPN?
Do not use unencrypted connections. There is no reason to ever use an unencrypted connection. FTP is obsolete, it was used in a time when encrypting and decrypting data was too resource intensive for the processors available.
That time has long since passed. People have been born, have grown into adults and have had children of their own since then.
Don't use ftp, don't use http.
What you're describing sounds like general anxiety. So if you're asking whether I'm suffering from anxiety, then no :P There are risks in life and precautions you can take against them. I'm just as "scared" about losing data as I am about getting run over by a car, that is to say not at all. Both scenarios are horrible, both can be reduced in risk by employing reasonable countermeasures and behaviors. Beyond that it's out of my control so there's no point in worrying.
The only hazy variable in this kind of contemplation is: Am I knowledgeable enough to properly gauge the risks and know the "reasonable countermeasures"? And if you're asking "Do you know enough?" or "Do you spend enough time learning new things?" then my answer would always be an emphatic "No!" because there's no such thing as enough knowledge and competence.