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?
Made in Rust is not synonym of safety. Every code is as safe as its programmer made it be.
It’s also as safe as the user allows. You can put in all the safety measures but that means nothing if the use disables them for convenience.