I use Radio Thermostat CT50’s in my house. No cloud access is required for HA integration and there is native support. All I do is use a DHCP reservation for each thermostat so I don’t have to worry about IP changes impacting discovery and use the IP’s in the HA climate module. Radio Thermostats have a full REST API so they will continue to work long past when/if support is discontinued. The CT50 has 2 “USNAP” modules that can be populated with radios. They normally come with an included WiFi module and you can add a second Z-Wave or Zigbee module. I just use mine with the included WiFi module.
Just a warning though, they are some of the ugliest thermostats you can find. When I purchased them, looks were at the bottom of my list. I bought for price and the local API.