No Access to Cold Wallets Due to Laws — How Should I Store My BTC?

I live in a country where owning or using Bitcoin is technically illegal, which means I can’t easily access hardware wallets or official cold storage options.

I bought some BTC on Binance, but now I’m worried about how to store it safely. I know the saying “not your keys, not your coins,” so keeping it on an exchange long-term doesn’t feel right.

Given my situation: 1.What are my safest storage options? 2.Are software wallets a good idea? 3.Is it better to split funds across multiple wallets?

Any advice is appreciated. Thanks!