I personally don't like VMs for anything other then testing setups and custom ISOs, however I'm pretty sure they set up there own hardware that pulls from the OS device.
OP
Since Anonymity is your goal, have you tried distributions such as Tails? In anycase, why not use a USB with your tinfoil hat? They are cheap and very easy to throw away.
Depending on your needs, you may be going overboard or not secure enough. To elaborate on my initial responce, CyberGhost free states they don't keep logs and has a good transparency report which could be to your benefit. As far as TOR I'm sure you're aware that whoever is in control of the exit node, is in control of what information is shared. And the government has flooded TOR with exit nodes. Then onto your proxies in your chain, these can hurt you or help you, it all depends on how well you trust them. If they're public proxies they could be logging every step you make or they could not. If you don't trust them, I wouldn't even use them. Your best layer is not using your ISP, but it would be better from a hotspot instead of a home network.
These are just my thoughts and good luck on your goal of anonymity