It's hard for me to trust services like these that don't provide even a paid self-hosted version. Backend lock-in like Parse, but it probably won't get a community to rewrite it. So good luck if they ever go under.
There's an open source headless CMS here: https://getdirectus.com/
It doesn't have all of the batteries of Sanity and uses normal SQL for data backend, but it's a good way there.