Tax certificate is only one document of the many documents you will need to provide to tax authorities that challenge your residence, it's not conclusive.
You will need to provide rental contract, gym subscription, daily spending with your visa... So summarized they want to see you really lived there.
If you travel around keep all your flight tickets, hotel bookings, spending proof.. In this case it can become a bit more challenging if you don't have any fixed tax residence which your home country will request. If you don't pay taxes anywhere they can indeed claim you should pay taxes in your country of
citizenship.
If you have no assets in your country of citizenship or EU if you are from EU you will be quite safe, it's not easy for them even they claim you have to pay taxes to get to your savings abroad. If you still have assets and a
bank account it's another storyee, proving to them you still have ties with your citizen ship country and being able to also block these assets.