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?
well, a standalone WM will usually have less code than your usual DEs, but they also can be less secure in the sense that they might not come eith built-in security features. if your screenlock is buggy (it crashes or it lets you use WM shortcut key combinations or something), that can be a problem. or other stuff regarding saved passwords and keys etc must also be done by hand then usually and depending on if you know ehat you are doing either it works well or it is less secure than a built-in feature of your DE.
also, even though you are right that bigger applications potentially have more attack surface in general, the big DEs like KDE Plasma and GNOME might be (correct me if i am wrong) tested for security more than smaller standalone WMs. but i still tend to feel “safer” when i am in control of everyrhing and the DE doesn’t do all kinds of things automatically in the background.