What you are looking for is iHost (cube), a device that is supposed to act as a local cloud. It is supposed to communicate with devices that have LAN functions and support local scenes.
The problem is that not every Sonoff device is compatible with iHost and this is unlikely to change. Sonoff devices that do not have LAN mode do not work with iHost… for example DW2-WiFi.
This would require new firmware that would add a LAN mode to such a device, but I don’t hear that the company has anything like that planned.
So the only option for you right now is iHost and the list of compatible devices… everything else will still be at the mercy of the cloud.
The devices you mentioned are compatible with iHost (CUBE):
S26 Series
TH10/16
TH Elite/Origin
MINIR2/R3/R4
BASICR2/R3