Im going to migrate to bluesky, but i dont want to use bsky.social because too many people joining may overload it (and also many people joining the same service makes the whole network vulnerable to censorship and puts it in risk of being taken down), so im looking for alternatives, especially if they are outside the US
You may be misunderstanding something about bluesky. (Or maybe not.) When a username has a domain other than bsky.social they're not on another instance like how that works on Lemmy. It's just a custom username and the Bluesky service has the same amount of load either way.
As for censorship, you can have a bsky.social username and still customize your moderation yourself. But Bluesky will still centrally do some necessary moderation to keep stuff like child porn off the service.
The way federation works with Bluesky/ATProto is fundamentally different than Mastodon/ActivityPub (see these diagrams).
If you want to maintain direct control over your data just in case Bluesky shuts down, you can move your data onto a PDS (Personal Data Server) that other apps built on ATProto can still access. Currently, this is a technical process, but it will become easier as the ecosystem develops.