Some thoughts for you.
Option A) If they never get the email, they will let you know via Etsy and you could always set up a file link later if need be. As far as file size goes, you can do multiple emails to keep sizes down, or if they order a lot, plan on setting up links for larger orders. Research the file size for free email accounts like Hotmail, and anything larger than that gets a link.
Option B) Honestly, clicking a link to download a file doesn't sound any safer than getting an attachment in an email. If they know they are getting an electronic file that they paid for from you, generally people need to have a way to get it, attaching a file to an email is actually "safer" in this regard because there is no third party (file sharing website) involved.
Option C) Once they have the file, they can do what they want with it. So if they are the type of people to share, they will do it whether there is a link or a file attached to an email. You could limit the amount of time to download with a link, but once they save the file to their computer it doesn't matter. Just pick the option that is easiest for you.
Good luck!
Rachel