KeePass is for Windows only, while KeePassXC is multi-platform (Windows, MacOS and Linux). KeePassDX is a different app developed for Android but has full compatibility with the other two since the database file is the same.
I use and recommend KeePassXC on the desktop, and KeePassDX on the phone. The main pro is also a con, depending on how you see it: it's entirely offline and you have to manage your own backups, synchronization between devices, etc.
Keep in mind that this is still open source and the code has been audited. Even if the company goes rogue, gets hacked, or is otherwise forced into giving up user data, your data is properly encrypted.
If you want, you can self-host your own instance of Bitwarden on your own server, instead: