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You are safe pirating either games or software, if you know what you are doing. Many apps require only a key, so, you just download an official app and find the key for it. Many games has gog versions, which are drm-free, or if it’s a steam version, you download clean steam files and use some steam emulators. That covers 99% of all the games. Game piracy has never been that easy and comfortable like it happens to be nowadays.
There are telegram bots that you can use to download from AM.
The worst ever suggestion and unfortunately the most upvoted. Do not ever download music from youtube, free-mp3-download was a front-end for deezer with flacs and 320 kbps mp3 and music on youtube is only about 160 kbps, that’s kinda okay for streaming but absolutely ridiculous if you want to download and keep it.
That’s how Spotify has been working for years. Spotify doesn’t work officially in my current whereabouts, so, in order to use it I just registered an account via vpn and now I just need to log in into spotify using vpn once in two weeks. It has been working this way a few years for me already.
Well, most of popular in the world VPN services are already blocked. Even such simple things like Cloudflare’s warp doesn’t work, although it still possible to use it if you generate wireguard config and change endpoint, but there’s a possibility that the wg protocol will be blocked in the future. The best way to bypass censorship in Russia right now is to use Chinese solutions for gfw circumvention such as shadowsocks/vmess/vless/trojan/etc. Or one can use self-hosted VPN servers, but it’s very hard to find a way for paying for cloud services that are located outside of Russia.
The thing about second/third world countries is that if they don’t even care about what you download, they still care about what kind of resources you visit. So, you still have to use various tools for censorship circumvention, and conventional vpn services generally don’t work. Thus people often use tor, i2p, etc, but not for downloading (although tor, for instance, often doesn’t work without bridges in such countries). And to be honest, downloading via tor is a very bad idea, that’s not how it should be used.