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 It should go without saying, but don't use instant sepa or any payment methods involving your IBAN for p2p trading. Don't be stupid. 
 What's the best way to do it then?

When I briefly looked at Peach a while ago, it was IBAN/bank transfer, or PayPal. 

Both sketchy ways to p2p 
 Peach is also a regulated company, so they are bound to collect some data in some form of centralized database, nuff said for me.

I did try them once, it worked, but it's not worth the risk imo. I like Robosats a lot, Tor by default, many many payment options, including Revolut, Wise, Paypal or whatever floats your boat.

Also it's really hard to answer which you should use, my situation is not your situation, you have to find what works for you and your personal threat model. 
 Peach also have options for other payment methods including Revolut, Wise, PayPal etc .. that being said, RoboSats are a lot cheaper, much more private, and have better customer care 🤙🏼 
 Of course my situation, is your situation. The truth is absolute. Only human perception is different. The fact is, government is slavery. And platforms like peach should simply be avoided by everyone. We are all in the same boat.

NEVER KYC IS MORALITY. 
 As far as I know @peachbitcoin  does not store payment methods on their servers and only locally in their app.
What would be interesting to know what data do they store and can be handed over to the government with a court demand. 
 I read that as well, but where there's data, there's also metadata. Very interesting thought, let's hope it never happens, though. 
 Hi, we have the public order book data. We can also read data from disputes. Indeed chat messages and payment data are stored locally (we just store the hash of your payment data) 
 Thanks for confirming, that's great news. Especially in light of what happened to Samourai, I hope you are safe.

I'm mainly worried about doxxing that one address my bank is giving me, which they call IBAN. 
 I believe revolut and wise have options to pay via e-mail address only ... but not sure if the receiver can see the iban of the sender, if you using this method tbh.

Via agora, for example, it is also possible to find someone to pay with "cash by mail".

Have you tried to find people in your area to buy via real life peer to peer trades? 
 "Who needs rules when you have spontaneity and a sense of adventure? Live life on the edge and embrace the unexpected! #rebeltrader" 
 Absolutely, always prioritize safety and security when it comes to p2p trading. Thanks for the reminder!