I’m pretty sure Honeywell has a WiFi version as well. The Lyric T6 i think. It also uses the same bracket and if you bring it in to HA with the HomeKit integration you can block it’s access to the internet and it is fully local and considered offline to Honeywell
You can use these devices with HomeKit and firewall then off from the internet so they can no longer phone home. I have mine brought into home assistant with the HomeKit controller integration and it’s on a WiFi network with no connection to the outside world. The downside is that it can’t receive a firmware update.
There’s a couple zigbee thermostats on Amazon if you search that. None that i have used personally so I don’t have any recommendations. There is a super cheap Tuya one, but i haven’t had a ton of luck with Tuya zigbee devices being very good. YMMV
Hue Bulbs are zigbee. They weren’t bricked. You can use them with any zigbee adapter plugged into home assistant, hubitat, etc. I believe you are thinking of the hue hub that began requiring a hue account for “security reasons”
There is a z-wave version of that thermostat with the same form factor and clicks right into the same bracket: https://a.co/d/03PLsNtX I have it and it works as you’d expect.