For what it’s worth the Apple Watch can store data entirely locally, or if you want sync it’s E2EE.

Kind of. You still need an account/iphone to set it up. It will still send data via wifi if it can, and you'll be tracked over bluetooth even if you keep in in "airplane mode". I'm not sure how easily you get data off of it and onto a PC or laptop either or what format that data is in, but if you already have an iphone it's not a terrible option.