Ah... but that is very inconvenient :( I guess comfort comes at a cost.

Is there at least a less shady provider if I would like to compromise myself but a bit less than nordvpn? How far do we go in assuming all are bad?

Mullvad seems trustworthy (I used to share an office with one of their IT infrastructure staff), but it is impossible to say for sure.

You could set up your own VPN on a server you run.

Yes. This. And is free to setup on big cloud services. Like free 24/7 with whatever amount of data. Guides are online.

All the way. It isn’t as if all VPN providers are part of a shadowy cabal to steal your data from an otherwise valuable service; the very premise of commercial VPNs is flawed. Any VPN service is inherently harmful.