Self-host your library? I don’t know why that seems so hard, going by your phrasing.
If you absolutely must listen to music online (I empathise, I need to do so to find new music), here’s what I do: Librewolf with Ublock Origin, Cookie Manager, Dark Reader, NoScript + music.youtube.com.
No advertisements, minimal tracking (because you will explicitly disable every other script than the one(s) required to stream music). Use a VPN and fake your user-agent/browser fingerprint for more privacy (haven’t done it since I can’t figure out how to do so for Firefox).