I have a Garmin device, and the only method they openly publish uses online uploading of your data. There is a program to download direct to the PC, but Garmin don't provide this application anymore, and you have to use third party hosts to locate the application - can be a problem.
Have you tried to locate a device where you can store the data locally only ?
I have searched and this information is near non-existent to locate. No review i have seen so far claims that you can store data locally only. In effect, nearly every device you want to use for health stores online and people don't have any choice.