Two Shield TVs because there’s not really anything else.

Great advice, do not put all your eggs in one basket. Makes it easier to jump ship when it’s only one service.

If the integration has a cloud symbol you should assume it’s sharing data. There is an unofficial integration “store” called HACS. Those integrations are not reviewed by Home Assistant so you cannot be sure even if it is marked as not being a cloud integration, unless you review the code it may do things you are unaware of. That said, many HACS integrations are worth considering.

This depends heavily on the hardware you choose. If you stick to Z-Wave, Zigbee, ESPhome, and Tasmota, and some others I’m missing the answer is a resounding yes.

If you invest in the wrong hardware it will be cloud dependent regardless of compatibility with Home Assistant.

I’m sure you can integrate your existing system with something like ESPhome.

Screw Proton and their oligarch fellating CEO.