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There is an open source version of VS Code without the data collection part: https://vscodium.com/
If you want to get into building more than just individual scripts and notebooks and combine them in DAG structures/pipelines you could check out https://github.com/orchest/orchest. We integrate JupyterLab, so that's the IDE you'll get (for editing text files we also integrate VS Code).
A lot of solutions I've seen is either jupyterlab/IDE with the percent format and an added functionality on top of it like ploomber: https://github.com/ploomber/ploomber I think the main question is if you're looking to maintain the notebook feel and just work with .py scripts behind the scenes.
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