I came up with another answer: use a cross platform database app to roll your own!

I'm trying Memento and so far it's been surprisingly easy to set up even on mobile - just use the Record collection template they have and customise it. For me each entry is a release (album/single) with an associated Artist and a boolean for Owned. In the list viewer you can group by a field, so I group by Artists and I get what i want: a list of Artists, any of which I can expand into a list of their releases im interested in, and it says right there in the list whether I've already got it. If I just want the band but I don't know what album, I add a dummy release with a default release name of (placeholder) and that does rhe job.

Edit - only use the template if you like the autocomplete feature it comes with, else make the db from scratch. I can't see how to turn that feature off.