Transfer BTC from paper wallet without 3rd party (like blockchain.com etc) I have btc on my paper wallet and I want to transfer to some other address. How can I do this without sharing my private key to some other site like blockchain.com or electrum?
Electrum does not share your private key with its server. I would use Electrum as it's very convenient, well-maintained and it does not have large storage requirements.

Create new wallet
File &gt; Sweep private key

Some other options are:

Bitcoin Core, which expects you to download the whole blockchain. Use the importprivkey command.
BRD wallet, which is my favorite mobile wallet that can sweep from QR.
CoPay mobile wallet also has the same feature.

Electrum and Bitcoin Core are the two most popular desktop wallets. (Core was actually designed as a full node, therefore it's not very user-friendly and not the best wallet). I'm not aware of a third desktop wallet.