And thank you for saying this but I have tried. Both on DigitalOcean and on a VPS bought from a deal on LET - didn't do it for me. It was a pain unless I left it literally untouched, un-updated, un-upgraded forever and ever. I know, I know - I must have done something wrong or I need more patience or both. But sadly it didn't cut it for me. It made it hate the entire thing.
Other self-hosted option could be one of those sites where you can use one service and pay for it like pikapods or so but then if I am doing that then why not just use a VPN because anyway I would have to sign up for different services and then pay for it too while not having the control a droplet or vps will offer (talked about above)