How can I back up my iPhone to a local HDD instead of iCloud in the UK after ADP removal?

Back up iPhone using your Mac

You can save a backup of your iPhone on your Mac.

1. Connect iPhone and your computer with a cable.
2. In the Finder sidebar on your Mac, select your iPhone.
3. To use the Finder to back up iPhone, macOS 10.15 or later is required. With earlier versions of macOS, use iTunes to back up iPhone.
4. At the top of the Finder window, click General.
5. Select “Back up all of the data on your iPhone to this Mac.”
6. To encrypt your backup data and protect it with a password, select “Encrypt local backup.”
7. Click Back Up Now.

Note: You can also connect iPhone to your computer wirelessly if you set up syncing over Wi-Fi.

Back up iPhone using your Windows device

1. Connect iPhone and your computer with a cable.
2. In the iTunes app on your PC, click the iPhone button near the top left of the iTunes window.
3. Click Summary.
4. Click Back Up Now (below Backups).
5. To encrypt your backups, select “Encrypt local backup,” type a password, then click Set Password.

To see the backups stored on your computer, choose Edit > Preferences, then click Devices. Encrypted backups have a lock icon in the list of backups.

Note: You can also connect iPhone to your computer wirelessly if you set up syncing over Wi-Fi.

Back up iPhone - Apple Support

The data stored in iCloud is still encrypted as it has been. Did you use ADP before, very few people did? The only difference without ADP is that Apple stores the key to decrypt the data on their servers. I would not be too concerned about a hacker/criminal getting the key from Apple. Most users were concerned that the police could issue a warrant/subpoena to Apple to get the key, not that a criminal/hacker could access your data on iCloud. A criminal/hacker can do nothing with the iCloud data without that key.

In any case, there is no indication that backing up by a computer is going away. The Apple person you spoke to may have misunderstood your concern when they said iTunes is being phased out. It is true that Macs can now back up directly to the Finder without iTunes and on the PC, they are using Apple Device for backups, so they may be correct that iTunes is being phased out, but not the ability to perform backups to a computer.

You can send feedback to Apple if you think they should include an option to backup to an external storage device other than a computer. If you have a computer, that is where you would want to back up your phone in the meantime.

Product Feedback - Apple

You can backup to a Mac or PC but not directly to a HDD.

Note that under UK law if the police formally ask you for you passwords to any of your data or systems then you have to tell them or go to jail, so unless you have incriminating data you want to hide from the authorities and would be willing to serve jail time to keep it from them then you are no better off storing your data locally than if it were on iCloud.