Due to a similar approach to privacy, I use GenuTax, which is a Windows program not a website, and does not send anything anywhere except to the tax authority.

Due to a similar approach to privacy, I use GenuTax, which is a Windows program not a website, and does not send anything anywhere except to the tax authority. Not everyone cares about this aspect of privacy and security, but for those who do, there are options, both free (GenuTax) and paid (StudioTax, etc.).