1) 4” .500 is just ridiculous. Period.
2) The number one threat is ALWAYS feral humans so, yes, extra Magazine capacity is useful.
3) A full sized service pistol in .40 or .357 SIG makes sense as a modern woods / hiking gun.
Glocks (22, 35, etc) and M&Ps are both good choices if you already have them or you normally carry similar. However, if you normally carry and are happy with your P365 why not a full sized P320 in .40 or .357 SIG? It’s a modular handgun, can be had with or without a manual safety and it is the closest analogue to the carry gun.
Rather than focusing on a variety of hardware, a better process would be to focus on your “software” I.e. look for commonality and what you are familiar with and trained with.
An M&P or P320 with a thumb safety is fine if you are a 1911 guy or your carry P365 has a thumb safety and it is what you train with regularly. If you don’t normally carry or shoot handguns with safeties, then while a bear or pack of wolves are trying to eat you is not the time to try and figure it out.
4) The number one concern with ammunition for defensive use is reliability. A 200 grain WFN .40 is fine as long as it runs/feeds/ cycles reliably in your gun. If not, FMJ or modern bonded / equivalent duty ammo will do.
What ever you choose you need to run several hundred rounds of that specific load in your gun to ensure it runs reliably.