Is the problem related to the difficulty of buying because it is illegal or economically?
Economically: buy a USB flash drive, burn an open source operating system on it, and boot from that operating system.
Do not install the parts that require internet connectivity, and remove the physical parts.
illegal : Buy an embedded device that enables you to run an operating system with the lowest possible specifications.
Embedded device itself isn't illegal, it's quite cheap, you can buy it from electronic/computer store and embedded device community (such as Arduino) is quite big.
But i never heard anyone use generic embedded device and modify it to store Bitcoin.
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And here is the difficulty. You need to make sure that you are not leaking any information (i.e. that you install / use that wallet) to your ISP (or who are you trying to hide it from?).
If you don't trust your ISP -> Use a VPN and Tor. (This btw is one of the rare cases where a VPN actually is useful; If you trust your ISP, do NOT use a VPN).
And do not use winodws. Use linux and encrypt your installation. This is important.
If bitcoin is illegal which prevent OP from buying hardware wallet, it's likely that using VPN/Tor is illegal or blocked by government.