Nobody really addressed this part: Your idea that the Rach etudes are harder than the Chopin ones is definitely wrong, especially with regards to Op. 33. For the most part they're
much easier. Actually, they're even some of his more careful writing in terms of hand size, since he kinda had technique on the mind.
For the Op. 33, I would only expect to have a lot of problems in #5, and if you have smaller hands to have problems with the RH octave chord tremolo in #8 (the LH figures look scary, but I think you'll find them not nearly as bad as they look), maybe the mid-point climax in #8 as well there is a very fast LH passage but it's only a couple measures. Apart from that you'll only encounter a few 'transcendentally difficult' measures here or there, they're
quite reasonable compared to the Chopin.
Op. 39 is another story, it's a huge leap up in scale and technique. #3 is comparable to Chopin's double notes etudes in the opening/ending sections, it asks for more speed compared to them though the double-notes come in smaller bursts. #6 is comparable in difficulty to the very hardest Chopin etudes - I think most people will say it's harder than any single Chopin etude, even 25/6 or 10/2 - and getting on toward Feux Follets in difficulty. #5/7/9 have a lot of leaping around into large chords, and #8 is another unfriendly double-notes etude. They're mostly harder because they're just so . . . big. These are mammoth pieces compared to the Chopin Etudes, so (with #3/6/8 aside) even if they're not as consistently 'technical' as the Chopin Etudes their scope will make them nearly as tough.
Anyway, I wouldn't approach Op. 39 as a full set unless you do have bigger hands (i.e. your 10ths are over the keys), he was much less caring about that in his second set. But Op. 33 as a set is definitely
considerably easier to bite off than either of the Chopin books. Even I can play 33-8 if that's the one that scares you, and I have skinny bird-wrists and no tenth =P It's really not a big deal. If you go for Op. 33 then expect #5 to be as hard as 'all the other ones put together,' I really think that's an honest assessment, focus on #5 relentlessly.
I wouldn't say that learning one set is gonna help you a whole lot with learning another one, though. Also, don't forget that Rach's Op. 23 and Op. 32 are also equally wonderful choices, maybe even better. They are often comparable to the Op. 33 in difficulty, just a bit less . . . chunky. Selecting 6 or 8 of your favorite preludes would probably be more of a 'warming into' the Chopin than his etudes tbh, they're actually closer in character usually.
Here's a really good perf with 'full Rach sound' from some smaller hands btw, just to prove my point. Look at his octaves, defo small for a male concert pianist, but you will have no problem finishing this one to performance standard. The sound comes naturally from the writing, thankfully: