Mastodon/Lemmy instances can be forced to KYC you. So you would have to jump into hoops and move from instance to instance. It will be like torrent sites or darknet markets, that come and go.
Yes, you can self-host, and should, but most people don't want to be a sysadmin, and it isn't easy. Ideally you should be able to participate in a self-sovereign way without being a sysadmin. Just like:
you can torrent something without being a sysadmin
you can self-custody your cryptocurrency without being a sysadmin
you can chat on SimpleX or Session and never be deplatformed without being a sysadmin
you can use Nostr and never be deplatformed without being a sysadmin
If you need a VPN to access it, then the Fediverse isn't censorship-resistant. The VPN is. Even more, the Fediverse instance is geoblocking/censoring you.
Examples of services that geoblock you or KYC you:
If you need a Chromium derivative, then Brave is probably the best choice. It's open-source, and includes ad blocking. Just don't use its crypto token.
I prefer Firefox over Brave, but sometimes I might need a Chromium derivative for a particular site.
How to do this?