Sparrow Wallet and Coldcard Question...

First of all... I am an idiot. Though, I've attempted to read walkthroughs, gather knowledge, and watch many nuanced videos I still don't feel confident that I've taken the proper steps in securing my BTC. So my question is:

Can anyone advise (based on steps I've taken below) as to whether I've maybe misstepped or still have a few steps to take in order to secure said BTC? Have been attempting the air-gapped approach.

Prework) buy BTC through one of many Exchanges e.g., Coinbase, Uphold, Kraken, etc. and configure Sparrow wallet, Coldcard and SD Card.

Step 1) Click 'receive' copy the address and paste it into Exchange transfer -- pay fees, wait, confirm UTXO in Sparrow UI - of note: am using mempoolspace.com as well [feel good about step 1]

Step 2) Click 'send,' mouse over to 'pay to: [hit the drop down], select hard/cold wallet consolidation [not sure if this is necessary and maybe completely wrong], pay the fees, save onto SD Card and then remove and place in cold wallet to sign PSBT followed by placing back into computer and loading up to broadcast wait and see to completion.

Step 3) Click 'transactions' and review new balance with relevant detailed information for each in UI. Maybe confirm with the 'addresses' tab as well [i now see receive addresses value and change addresses value]

Going to step away and revisit in hopes something clicks when I return... just a lot of new information and lacking a lot of knowledge.

Thanks for reading.

edit: thank you for the responses - all very helpful!

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