The price of “bridging software” seems to vary a great deal.
VitalTax seems to be free (??), some suppliers charge per VAT return upload and others seems to be anywhere between £40 to £80 for a one year licence. Some of them seem to upload directly to HMRC while others, it appears, upload to a server before uploading to HMRC.
My preference is for local-only data with nothing stored or uploaded anywhere other than HMRC. It is not always clear on these supplier’s websites just how their solution works.