If the only option is black market
Not doing KYC on the black market doesn't mean it's more safe
Peer to peer trading is not the same as the black market, and is perfectly legal and very safe. Let's not perpetuate the nonsense that governments want us to think.
As someone who has only ever traded peer to peer, and has never be scammed, phished, hacked, or otherwise lost coins even once, i would argue that peer to peer is far safer than trusting a centralized third party completely with both your data and your coins.