how legal is this?

Not (depending on where you are). However, in my opinion it is absolutely ethical.

Do you need to hide in complicated ways?

Depends on where you are. For most people, yes you need to hide it, but it needn’t be complicated. You can just bind your torrent client to a (trustworthy) VPN.

That said, these things always carry some risk, and that’s yours to take.

Mirror a couple TB of anna’s archive