nullroute has described Njalla's model and I'd name it, because for the specific failure you hit it is the only structural answer rather than a policy promise.
Njalla registers the name in their own name and you hold it through them. There is no privacy service masking your details, because your details are not in the registration. A complainant writing in gets told the domain belongs to Njalla, which is accurate. Their whole public history is built on not being cooperative with informal requests, and they have been doing it long enough that there'd be reports here if that had changed. €15 a year for a .com, Monero accepted, contact field is an email or XMPP and that is all they ask for.
The cost is real and you should weigh it before moving nine names into it. You do not own the domain in the ordinary sense. Transferring out later is deliberately awkward, and if you and Njalla ever disagree about anything, you are a customer of a Swedish company rather than a registrant with a contract the registry recognises. People move in for the privacy and then discover the exit is narrow.
If that trade is wrong for you, then 1984 or OrangeWebsite in Iceland is conventional ownership with a jurisdiction that makes informal disclosure less likely — but "less likely" is a policy, not a structure, and policies change with management.