Home Assistant is entirely self-hosted. No third-party required. It can run in a container or on a raspberry pi, but it’s typically easiest (and most functional) when you use a dedicated Home Assistant Green. It connects to Zigbee, Matter, etc via USB adapters. Or if your devices are networked (instead of using a hub), it can often find them directly on your network via local device discovery. It integrates with Alexa really well, so you wouldn’t need to immediately ditch your existing smart speakers.

If you really want to get fancy, you can even set up a local machine to do local LLM processing for self-hosted smart speakers.