Do Coinbase, Coinbase Pro, Robinhood, Gemini, GBTC count as Web Wallet? According to a 99Bitcoins video and some writing, Web Wallets are to be avoided because they are not secure.
Does that mean when you buy bitcoins on Robinhood, Coinbase, Coinbase Pro, Gemini, or even the trust GBTC, they are all Web Wallets?
I think Robinhood doesn't even allow us to move the private keys to our wallet, while Coinbase, Coinbase Pro, and Gemini do.
GBTC, I am not sure: if they store the bitcoins &quot;cold&quot; in their trust, then maybe it is not as insecure? Robinhood also said they store a good portion of their bitcoins &quot;cold&quot;, and I suppose they only move a small portion to their platform to satisfy the trading or the exchange-for-cash?
So should we consider Robinhood, Coinbase, Coinbase Pro, Gemini, or GBTC Web Wallets and avoid using them for too long but should transfer the private keys into our own wallets?
Does that mean when you buy bitcoins on Robinhood, Coinbase, Coinbase Pro, Gemini, or even the trust GBTC, they are all Web Wallets?

You can call them exchanges or web wallets but in both cases you don't hold the private keys and just looking at numbers based on the database used by website/app until you withdraw bitcoin to an address for which you own the private key.
GBTC is completely different from others but still you don't own any bitcoin private keys and you can read more about it here: https://grayscale.co/faq/

So should we consider Robinhood, Coinbase, Coinbase Pro, Gemini, or GBTC Web Wallets and avoid using them for too long but should transfer the private keys into our own wallets?

Keep only the funds that you need for trading on exchanges or willing to risk in case exchange gets hacked, shutdown etc. Withdraw everything else to your address for which you own the private keys.