In terms of security and privacy protection, there’s no match for Threema. It’s the only service that can be used anonymously, i.e., without providing personally identifiable information (such as a phone number or email address). Signal is also designed with security and data protection in mind, but since it’s a US service, it is subject to the CLOUD Act, and it requires users to disclose personally identifiable information.
Telegram is a cloud solution and cannot be considered “secure” by any definition of the word: Not only are messages not end-to-end encrypted by default, they are permanently stored on a server, where the service provider (or hackers) could read them at any time. WhatsApp does apply end-to-end encryption; however, user data can be used for marketing purposes according to the privacy policy, the service is not GDPR-compliant, and requires both personal data and address-book access.