Setting up an xmpp server is not a good entrypoint in the self-hosting space. It is quite hard to build. It is a complex system made of different components in order to achieve what you expect from it. I strongly recommend using existing servers. If you want to tinker, find something else (a samba share and a vpn on bare metal is a good starting point in order to learn).

I couldn’t think about leaving my personal data to the Big Tech…

I just like it and I value my privacy. I don’t try to convince anyone. I explain it is both a hobby and a kind of political statement.

What I do is a local backup on a different disk with BorgBackup, then a copy of that local backup to a Pi at a friend’s place, with rsync.