If that's a government then it won't be a problem if you buy Bitcoins with or without KYC on some exchanges because you can just withdraw them from exchanges and use any mixer so that your Bitcoin is non-traceable. It can't be easily found by someone or even the government that is why there are many mixing services out there to help your BTC untraceable.

Are you afraid of tax?
I'm sure they only ask for some tax if they see a large transaction was being withdrawn from exchanges but here in my country, there is no tax yet except for those who playing Axie. That is why P2P is very common here to avoid some fees and taxes.