I just stopped listening to music that doesn't exist in Spotify.
I fought it for a while with local playlist syncing and such, but just wasn't worth it over time. There's enough other music out there that I gave up trying.
You should give YouTube Music a try. It has both the "regular" catalog you'd expect from Spotify (high quality audio, organised by albums, etc.) + more indy bands that publish their music on YouTube.
I guess I'm in a niche? For me, there are tons of hiphop mixtapes that will never be on Spotify that I definitely need in my music player of choice.
Hell, Spotify won't even let me import local MP3 files from my phone!