Wireguard sure is nice. It is both easy to use and has quite good network performance. It is almost unambiguously better than its predecessor, OpenVPN. Moreover, Wireguard is already deployed everywhere (yes, Cloudflare Warp is pure Wireguard). So, what’s the problem? If Wireguard is so good, just use a Wireguard VPN everywhere, and you can forget about leaking your IP addresses or being DDoSed.
Hosting Shadowsocks proxy servers is usually an easy task. You install it, and just forget about everything. And due to it being a lightweight proxy, shadowsocks is usually I/O-bounded: To achieve highest throughput, you need higher ethernet, not faster CPU. However, it is not always the case. It is known that some VPS providers only focus on premium connections and bandwidth, and completely ignores CPU and RAM performance to save money(cough bandwagonhost cough).