I think you want Home Assistant. Now we ask, which thermostats let Home Assistant program them without cloud connectivity? I have no idea, but last time I looked, it was a rabbit hole.
https://www.amazon.com/Honeywell-Intrusion-TH6320ZW2003/dp/B...
The killer feature of Home Assistant vs. my previous Nest setup came when I added door and window sensors, and programmed HA to pause heating/AC whenever doors or windows are open. I no longer turn into my father, who I remember shouting at us kids, "close the door, I'm not paying to air condition the outside!"
One oddity with my ecobee - if it's not connected to wifi, the clock runs fast. Sometimes gaining a whole minute every few days.