When do I need to use a VPN to order from A? Only when I pay him with Bitcoins or from the beginning when I email him?
You would be better off burning an image of
Tails onto a USB flash drive, in addition to having
persistent data enabled until you receive your parcel in the mail. Dispose of the USB or find ways of deleting the data off of the USB securely. A VPN does not provide you protection. If there were law enforcement who want to subpoena your VPN provider, they will. You're inherently at a risk of your VPN provider because the only portion that is encrypted is you connecting to the VPN. While you're using your VPN, nothing else is encrypted. At that point a VPN is no-more secure than your home connection. VPN's operate as a glorified ISP. If you purchase a VPN through cryptocurrency (e.g. Monero) or cash, it's harder to trace you back. Of course until you connect to that VPN on your own internet connection at your house. If you use public Wi-Fi hotspots, you're making it hard to track you.
There are a couple other obvious risks associated, too. If you buy BTC through a cryptocurrency exchange, you've submitted some form of identity. You may want to look into tumbling your currency around or exchaning it from Monero back to BTC. I'm unfamiliar with 'A' accepting any other cryptocurrency besides BTC.
Inherently you have the problem by receiving a parcel in the mail. If you have a controlled delivery, deny the parcel and contact an attorney. If you have suspicion that you're hot from the police, contact an attorney. Deny the package too.