At AirGradient, all our air quality monitors can completely run local. Our official firmware is on GitHub and people could even flash their own (adjusted) version.
We believe this is how IoT devices should be and are very vocal about it. So I think there are a few manufacturers that think different.
That said; I have started moving towards using SEN5x for a lot of my air monitoring. I've noticed the SHT3x temp sensors pretty consistently flake out after 2-3 years, and the footprint of your current DIY kit is rather larger.
Would you consider an updated version with the SEN6x once it comes out, with perhaps an ESP32c3, rather than the 8266?
Netatmo has a nice app and widgets, but poor integration.