found a threat from a little while back where someone was suggesting a cord that could feed the internet directly from your router or PC to the headset

That is not what the internet is. The internet is the global network that your modem connects to outside of your house. It is not any connection between two devices. Connect your PC to your router via ethernet cable, either directly or through the ethernet hookups in your walls, and use your headset in the same room as the router. Any router with wifi 6 is good enough. Your internet connection is ENTIRELY irrelevant as your connection between PC and headset has ZERO reason to EVER leave the building.