You should try RWX! You can trigger runs from the CLI for way faster feedback loops. The automatic caching is surprisingly good too. https://www.rwx.com/
We using Tonic.ai. Although I am interested in writing something myself; I suspect there are a lot of ways it could be improved such as generating the anonymized version more quickly.
At work we have anonymized dumps of our production data that we use for local development. This is extremely helpful as it allows testing things locally that would be completely unrealistic to setup otherwise. Your whole dataset might not be able to fit on a dev machine, but I'd guess in most cases you could create a subset of it that would be large enough to be useful for local performance work.
There are also an enormous number of ways to build insecure apps on AWS. I think the difficulty of setting up your own server is massively overblown. And that should be unsurprising given that there are so many companies that benefit from developers thinking it's too hard.