Its all caveat emptor.
I would say for places like libraries, that the threat isn’t so much the library, (we 1. don’t care and 2. have no reason to monitor your traffic unless we see a boob on screen,) but from others. Our software on public computers is generally hardened to prevent viruses/malware/etc. and the wifi is about as secure as you can get in pubic, but still.
That said, we do actively block Proton VPN at least at the free tier. I know this because I’ve tried. 
Orbot will usually work with a bridge, (then you have to trust the Onion Network, but that’s another matter,) and thus far MullvadVPN has worked without a hitch.
As to McDonald’s or Walmart or whatever, what’s above sounds about right.