Interception is not a concern when the communications are strongly encrypted.
Plaintext (unencrypted) communications are obsolete for all except for the most public purposes. The search request that led you to this site was encrypted. The page you're currently reading is encrypted, in a way that would take effort even for the NSA to crack, even though everything on this page is openly available to anyone in the world.
Wi-fi and bluetooth are subtypes of radio, and too short-range for a flying drone. GPS is actually effectively impossible to intercept, as it's all public and there's nothing to intercept.
Regardless, encryption takes care of the contents of your communications.
If you want to hide the very fact that communication is taking place, laser links are the only option that isn't easily detected through dispersion, sidelobes and reflections. High-frequency traders use laser links commercially up to about 10 km. This is reliable all-weather ground to ground range. Ground-to-air comms have been tested for up to 60 km on a clear day.
Fighter aircraft communicate with their jamming/decoy drones through a copper or fiber optics cable, which is also used as a tension cable for towing.