You are in a difficult situation and if I'd put myself in this situation, I would rather not buy a hardware wallet but just install a Bitcoin wallet on your computer and store coins there. I wouldn't try ordering from outside will be risky.
If we live in a country where bitcoin is banned, then really don't risk buying a cold wallet it's pretty risky, and we have many safe solutions like a cold wallet. In OP's case, I will buy an old computer and will use it only to store my bitcoins, not for any work, and of course, it will always be offline. I think a computer with no internet connection and only used to store bitcoins is as safe as a cold wallet.
I'm surprised though that Binance and Kucoin allowed you to have an account. I'm assuming you use VPN?
As long as you use a VPN, you can access any exchange you want, it shouldn't be too difficult.