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I'm following for responses here, great questions!
I don't know much about the security of running those services relative to each other, but I have some practical experience.
I ran sshd for decades, and pushed a local socks tunnel through it to emulate VPN. I initially chose this route because it worked on all desktop OS and Android without needing to figure out all of the client VPN software, and I already had SSH everywhere.
In the last couple of years Wireguard became natively available on my network equipment (UniFi Ubiquiti) so I moved all of my client devices over and closed down the external SSH port. I connect to it using IP, but use Syncthing to keep my host IP updated in case it changes, which has happened exactly once in the last 7 years (I used this mechanism when I was running ssh as well). I've been very happy.
Performance relative to socks over SSH is better. Client resource usage is lower (mainly looking at battery life), so much so that all my client devices (even mobile phones) run Wireguard always turned on. Fewer networks block Wireguard than SSH (I used to have to run ssh over DNS ports with other trickery to get around hotel and airplane wifi restrictions).
I now carry a small wifi router in my travel kit that bridges/clones connections to public wifi and runs Wireguard natively so every device I care about can just jump on that while I'm traveling. I only have to connect it to public wifi and no longer have to mess with the rest of my devices. I can even run Chromecast and stream media from my home while connected to a hotel TV. It's all very seamless.