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
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