I seem to remember that the Honeywell T6 Pro Z-Wave comes up a lot when this question is asked. I'm not running Z-wave yet, though, so I can't comment.
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Thanks! Per my other comment, I guess I've gotta look at Z-Wave if there are no wifi-only options available. Checking out the T6 Pro now
Another +1 for the t6. It's been running great for 6+ months
I really like my zigbee thermostats and would recommend them not cloud at all. I have not found a tasmota or esphome compatible thermostat. You could make your our with relative ease use a simple relay board. But I don't think that it would look great