Comment by Flere-Imsaho

Instead of openrouter (which is admittedly a good service) I've switched to EU only servers via https://cortecs.ai/

If you hunt in the settings you can restrict your account to only use EU servers for inference... Which means you can't use a lot of the US frontier models, but you can use all the Chinese ones, albeit within EU GDPR, etc.

This to me is a good compromise between privacy and cost.