I use KDE. Some use GNOME. Most other options are probably to be left out as X11 is unsafe.
Cosmic is not nearly finished, but will probably be a bit safer, as its in rust, even though not tested.
Then there are window managers like Sway, Hyprland, waymonad, wayfire, etc.
RaspberryPi also has their own Wayland Desktop.
Is every Wayland Desktop / WM equally safe, what are other variables here like language, features, control over permissions, etc?
I don’t think it does. The services and apps are all broken down into smaller chunks so there isn’t going to be a clear desktop that’s better. I haven’t heard of any CVEs in KDE or gnome either so I’m not convinced that my desktop is a threat. For me the biggest threat is my web browser and physical security