But the best way is that you can try a non-custodial wallet and you don't need to go through various complicated things in having a hardware wallet. And it should be safe to use a non-custodial wallet, because many people in countries that prohibit crypto adoption use non-custodial wallets to store their assets.
A self custody wallet that is online doesn't give enough protection as a cold storage wallet, the op wants to buy a hardware wallet for a better security of their funds, so if they cannot get a hardware wallet, they have to set up their own air-gapped wallet using a self custody wallet like Electrum.
Op, i hope you know your problem doesn't stop at just getting a hardware wallet or setting up an air-gapped wallet, since crypto is banned in your country, you will have to take privacy very seriously, you mustn't buy BTC from any centralized exchange, it must be p2p and if you can, run your own node for privacy.