@j9t I am pretty confused about the answers here. I wonder if folks who answer self-host in the eu do that in a corporate environment. There‘s a bunch of reasons why you either can‘t or have no benefit in terms of privacy.

For instance, if you host a third party script, that script might potentially still communicate outside of the eu. In legal terms, the possibility of that already blocks you from running it without consent, while also defies any ambitions about actual privacy.