Is it Possible to Self Host the Content Lake?

One more question: Is self-hosting the content lake possible or are there ways to hook up sanity studio to an alternative data source?

are there guides on how to redirect Studio to write to alternative data sources?

No, that's not a possibility.

I believe you would have to write your own custom backend in that case, but then you would have to deal with all of the technical aspects of it yourself, and you lose out on all of the benefits that you get with Sanity out of the box.