KeePassXC[0] can store the secrets in its password database file, no account or cloud provider required. There's also yubioath[1] which stores it on a YubiKey (requiring special hardware, but making it much harder to retrieve the TOTP secret than from either phones or desktop software).

[0]: https://keepassxc.org/

[1]: https://developers.yubico.com/yubioath-desktop/