Using Binance platform C to C in Hong Kong. No fear.

In Hong Kong, preparing to go to OTC physical stores to buy U, this method is essentially the same as offline trading, right? I saw a post yesterday saying that when buying U, there is a possibility of getting black U, and there is a risk of the platform freezing U, is that true?
I have no experience before, when buying at physical stores in Hong Kong, can I choose to receive U through a Binance platform account or a wallet address? If both methods are possible, which is better, receiving through a platform account or a wallet? Receiving through a platform account is T+1, right? The wallet has no restrictions, planning to use the Web3 wallet integrated with Binance, which I haven't activated yet, should I go activate it now?