any versus unknown

Yes, because it forces a check before use. any disables the checker silently and spreads through everything it touches; unknown keeps the value opaque until you narrow it, which is exactly the discipline you wanted when you reached for a type.

A discriminated union removes impossible states:

type State =
  | { status: "idle" }
  | { status: "loading" }
  | { status: "ok"; data: User[] }
  | { status: "error"; message: string };

With three booleans you can represent loading and error simultaneously; with this you cannot, and the compiler enforces handling each case.