Then stop complaining and start do a research or LEARN how things ACTUALLY worked.
Once you know the [ACTUALLY] part, You will know why this and that was somewhat impossible to achieve, the risks, and et cetera.
> Just put it in the client
Some client already has local relay. But if you mean something like talking to other client's relay like direct peer to peer, You may like to take a look at Scuttlebutt. But i should warn you that it's going to be painful to use for the first timer, But it's exactly the thing that you are looking for:
1. Shits is being stored right in client
2. Talks peer to peer
3. Full absolute control
With the trade off:
1. Hard for newcomers due to how it technically works.