If you worry so much about security concern since Authy have account/cloud feature
There is no good reason to ever use Authy. They have the ability to lock your out of your Authy account, thereby locking you out of every account which you use 2FA for, which is a massive red flag. And the only way to unlock your account in such a scenario? Complete KYC with them.

Oh, and they track your activity and share that info with third parties.
I agree, but mentioning too many information would make this thread even longer.
why don't you use different software such as Aegis[1] and andOTP[2] which only store the data on your device?
Both are Android only, while OP uses iPhone/iOS. This is why I suggested he uses Tofu, which is the best open source 2FA app for iOS:
https://www.tofuauth.com/Thanks for the correction, i must've missed that OP use iOS device due to thread length.