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?
Sure it is, has been for decades. You can use a read-only root partition, there are many tools to ensure the integrity of everything on it, and tracing files back to their package is a very old feature.