Bandcamp. You always have the opportunity to pay as much as you wish as long as the minimum amount is covered, some even offer free Downloads. It might be a question of time however how long Bandcamp will stay this way as it was bought a while back. It's also a good place to get releases that you might not be able to find locally, for instance some lables in other regions.

It might be difficult to find some smaller Bands however, as it takes a while and a bit of sucess until Bands make the jump from just playing live to uploading Music to Streaming Services. I'd recommend looking for Labels first and dig through other people's collections on Bandcamp.

I guess in Metal circles attending Concerts and Festivals are still very much the way to go, as many people still appreciate not only Live events but also buying Vinyls or Merch even to support Bands or as Memorabilia. Many Festivals focus on the local Music scene, you can often support them by buying Merch as well, and they are great for networking as (at least in Europe) many organization teams are in contact with each other. You should also keep your eyes open for Vinyl stores, it's a great way to get in contact with other metalheads or discovering new Music.

I hope that helps :)

Edit: You probably know most of what I said anyway so I hope it doesnt come across in a weird way, I just wanted to express my take on it. Maybe consider getting a high-quality Record player if you feel like going down that road :)