I mean you can program on a potato, so what would be your programming need? Something specific you want to get into?
Yes Hardware Firewalls exist, but those are primarily infrastructure and not part of a computer.
If all you want to do is program on that rig, then maybe consider an integrated GPU solution so you don’t have to invest in a overpriced Graphics card.
When you care about security and privacy you probably want to run a Linux distribution/BSD instead of Windows? Or do you want Apple (as then this discussion would be superfluous anyway)
Okay, so you want a laptop or a desktop?