Yep, but dependent on location, the supply may be limited. Also, you can still try to go with KYC, but go through foreign exchanges and banks, any gap that allows to slip out into owning your keys, no matter the KYC and who is left unhappy and chasing you for whatever explanations. And if you have even more fiat than that, then I am afraid mining is the only way - buy electricity and convert it into bitcoin and own the keys. If you break laws and get arrested, they will still not be able to take the keys out of your head. And well, with that much money, don't get cought. I don't know if El Salvador could also be a solution. Perhaps you can open a bank account there, wire your funds, and convert to bitcoin.
Go to conferences where Max is presenting, and ask him how to escape.