There are still some centralized exchanges that are privacy focused. Example is exch exchange that will shut down on May 1 because of the Bybit funds Lazarus group sent to the exchange address for exchange into another coins. The exchange is centralized but it has no KYC and you can even use Tor to exchange coins on the exchange.
I will not consider exch as CEX or DEX either, its both of them, or probably a hybrid one that operates without KYC and don't hold user's funds.
If this is what OP is trying to make with exch might end its service on May.
I guess OP's idea of an exchange will be much welcome from community.