Supply chain is still an issue in sovereign clouds. At some point there's still a trust decision, whether that's to trust the cloud provider, the hardware manufacturer, the chip manufacturer, etc.
Anyway, even then you still need to make trust decisions. How do you verify the ICs in your HDD haven't been tampered with? How do you know the firmware wasn't built with a malicious compiler? Or that a bad actor didn't add a backdoor to the firmware? Realistically there's a lot of components in modern computers that we have no choice but to trust.