Download mp3 or flac from artists you like. Install jellyfin or plex on an old PC, laptop, or raspberry pi and store the music there. Install finamp or plexamp on your phone. And you got your own personal spotify that you can access from anywhere
You have to keep on the computer that is running jellyfin/plex server. Then as long as the server is running and everything is set up, you can access all of your own songs and playlists from the android app.
There are a ton of tutorials out there for setting up jellyfin or plex.