You should try Tether.io, but i've been trying for some time for their wallet, they haven't been excepting any new registrations, maybe the Openledger/trezor wallet has Tether but i don't know that.
There still might be other options like Coinomi etc, but i am also looking for my own desktop Tether wallet like you, don't want to be dependant on exchanges.
The Coinomi desktop wallet is made from scratch. Release will be available in the second half of the year. It is currently only available on Android platforms. OmniLayer is required to hold USDT in your own wallet. For more information, see here
https://coinomi.freshdesk.com/support/solutions/articles/29000020077-omnilayer-faq