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I recommend you install guardian and use a VPN if you are wanting to play GTA Online. Rather be safe than sorry.
Stay safe online! :D
No, but certain mod menus can display someone's ip, risking a DDoS attack which is why I use one all the time when on GTA Online and why I strongly recommend one. :D
Cheaters can join your invite-only session with their mod menu's. Going to an invite only session will do nothing. Forget about RCE for now, it hasn't happened yet so it isn't currently a threat.
Cheaters can level up your character, drop money on you, unlock your achievements, and who knows what else. If you don't care about that sort of stuff happening, if a cheater shows up in your session, then by all means, go to an invite-only session without a firewall rule.
It's possible that as long as someone sees you as being online, they could force-join your session. For any random player the chance of this is very small. However, if you believe you could be targeted by some "bad hombre" then you must employ mitigations.
Note that things like Swapping character can and often does put you into a public session so having mitigations in place is a very good idea.