I think I've found a happy medium with LLMs. I got ollama working in my WSL instance of Ubuntu, using CUDA with the Quadro in my laptop. I grabbed a few FOSS models of various sizes, almost all coding focused.
I then wired up VSCode in Windows with the Continue extension talking to the LLMs in my WSL Ubuntu instance. I can now properly dialog with the LLMs, get autocomplete assistance, and brainstorm solutions fully local.
Which also allows me to use proprietary company code and data without risk to provide more accurate suggestions or help me do data validation.