From what I can find online (and is not posted in 2012) and what I get from it is that woff2 is the only format we need currently as all modern browsers (mobile and desktop) support it. So I only load it locally.
A nice read: https://stackoverflow.com/questions/75868078/what-are-the-possible-values-for-format-in-a-font-face-src
A nice tool to download only the needed fonts and generate the code for them: https://gwfh.mranftl.com/
Regarding the font version - I think if you load only one version and stick to it it's OK, no need to load 2 or more versions as this might confuse (probably) different browsers to render your page differently if they fall back to one or another version and there are differences between them. (Let's say for Montserrat that I use, they have weight changes between versions).
Also, if the tool for generating the code you use does not add it do so manually:
font-display: swap; /* Check https://developer.mozilla.org/en-US/docs/Web/CSS/@font-face/font-display for other options. */
A statistic: https://caniuse.com/woff2