I know that a ledger wallet might be better, but i read that the code source is not
open and i'm concerned about the data that might be collected by them (who knows
if they don't keep information about all the transactions of their users).
Ledger is an HD(hardware) wallet and since you don't trust it there're other HD wallets if you want a bitcoin-only, Trezor supports it so you can try it out
Also, here's a list of HD wallets from @dkbit98 you can try....
https://bitcointalk.org/index.php?topic=5288971.msg55583288#msg55583288