Entity vs taxonomy vs content type?
You're right, something that is a 'descriptor' or category is best left as Taxonomy (i.e. Time > Morning/Afternoon/Evening) where they are used to enrich the meaning of data.


  Now I don’t want to create taxonomies for this classes as I’ll have URLs that don’t have anything on them


If access to taxonomy paths is a concern, you can install the Rabbit Hole module to disable access to it while preserving the functionality of taxonomy behind the scenes.

You can also use other modules like Taxonomy Views Integrator to 'change' the way taxonomy paths behave. In this modules case, you can display a View on these paths instead of the default page callback for taxonomy. The View can be anything you'd like.

Otherwise, if you attempt to create a custom table to store this data, you will need to use the appropriate hooks in the Views API to describe the table and it's data, and how it relates - which can be a lot of work. In the end, it sounds like you'd wind up duplicating taxonomy current functionality.