Godot is a really good engine but there's one thing which I cannot get to work properly: UI font rendering. The interface font is blurry across platforms. I hope they introduce a fix for it.
I seem to recall there being some hiDPI setting in the project options that fixed the blurry fonts for me (on Windows). I think the problem is just that on hiDPI screens everything, including text, is still rendered with whatever size the programmer picked and the result is just naively scaled according to the OS settings (which works ok-ish for non-text graphics). The hiDPI setting removes the automatic scaling, so developers have to account for hiDPI screens themselves (not making everything too tiny).
There's a pull request for SDF based fonts that should make the labels really good all the time.
I have no issues with current fonts. Enable filter in your font settings, can try importing at a massive size designing at a high render scale, and using the viewport scaling to scale it down.
Native viewport (no scaling) and using no scale on your labels should make it all render as you'd expect, however.