Yes. If your country is authoritarian use cryptocurrency such as Monero. Even Bitcoin can be much better.
The bank would know the amount, the merchant and other details even if it's a merchant from abroad. The bank might have a duty to report certain transactions or could be forced to give out a record. Other international payment process or foreign banks will generally not refuse a request if it comes from a country government you are a citizen of.
You can use crypto to buy gift cards to shop at regular retailers. This is your safest bet if you're concerned about a state surveillance of your transactions.
Am curious. Are you able to run a modern windows 10 virtual machine / virtualbox vm on XP?