I've had bad experience with CEX's that held my funds and requested too many documents about the source of funds...
The thing is, I don't want to use a service, that might lead to a blacklisted walled in future.

I've seen ppl mention Bisq here a lot. But I can imagine that there are a lot of blacklisted wallets trying to wash their coins, so not sure if that's a good idea...
Maybe I'm wrong, because I don't know Bisq and never been using it...