You could disable web interface access to block easy scraping. Unauthenticated users only need a few ActivityPub routes with very specific Content-Types to make federation work.

You can put the web UI and Lemmy API behind some kind of auth screen (you can use Caddy or Apache+OpenID to block access to URLs in your proxy unless the user is authenticated, of example) but that would break most apps. You could also whitelist your personal IP range or require a VPN for the frontend.

Your comment history will be visible to other servers so you’ll probably spread information that way. I can think of workarounds but they require patching the Lemmy source code. You could probably patch the Lemmy code to pick a random username for each comment to block other servers from tracking your comment history as easily (though server admins can still get all the comments for your domain, of course). Alternatively, you could make implement a 4chan-style “everyone is anonymous” system where all accounts turn into @anonymous@yourserver.tld after posting by faking the data that gets rendered to the frontend. If you allow multiple people on your server, you’d all appear (and get banned/moderated) as one single user, but probably without breaking functionality (because the local database can still keep track of who actually owns what posts).

I think hiding the web UI and Lemmy API would probably block most scrapers. You can also mess with scrapers (feed the web UI fake data when an unauthenticated user queries it) if you really want. Your post history cached on other servers will be your biggest privacy challenge.