mRemoteNG is a tabbed remote connections manager for Windows. It lets you keep many sessions open in one window and supports protocols including RDP, VNC, SSH and HTTP/S. It is a desktop application that you download and install yourself and is released as an open-source project, with stable and preview builds as well as nightly development builds.
mRemoteNG is released under the GNU GPL v2. The project website and repository name no company or legal entity; the README describes the project as non-commercial and asks for donations through PayPal and Ko-fi. Development is led by a single maintainer whose public profile shows the United Kingdom. As a locally installed application it needs no vendor cloud. The documentation does not state whether the application contacts external servers, so check its update settings and network behaviour against your own policies.