Yes, as long as you practice good OPSec.
The first mistake you made was to ask about it. While logical to ask since you probably didn’t know, you now have an increased risk of linkability. Is the risk enough of a threat? Your threat model and OPSec will determine that.
If your goal is wanting to avoid being identified, planning starts before doing any prior actions.
The quality of the tool. Newpipe is mainly here to watch content. Sure, it has the ability to download said content but not in a granular manner.
Its like climbing mountains in cheap sandals or doing digital paintings in paint. Yt-dlp has a lot of options to get exactly what you want. Seal gives a simple interface which in itself has a bit more than what Newpipe has. The real power of Seal comes from the custom commands. Said commands being the ones you would use in your terminal or scripts using yt-dlp directly without a frontend.
To top it off, Seal can download everything yt-dlp allows you to download. It is not limited to the few sites that Newpipe support.
The link to Z-Library itself is one of the legitimate ones from what I know so I wouldn’t worry on that side too much.
PDFs have a few exploits that could infect a system. However they are rare and not efficient especially if the intent is to infect as much machines as possible.
If you don’t have much technical knowledge to analyze the files yourself, I would recommend you open the PDFs in Virtual Machines without any acess to the internet or opening the files only when you have disconected your device from any acess to the internet.
Tools like the one mentionned by someone else in the comments would be good to prevent from having to worry about a potentially malicious PDF. Various tools are around to convert a malicious file lile PDFs into regular “trusted” PDFs (said tools flattens everything making it impossible to select text or click any URIs included). I would look up the trustworthiness of some of those tools first (to not try and avoid malwares by installing one).
That was way too long of a comment but I hope it could ease some of your worries.