How to Deploy DEX on local testnet / hardhat etc

unfortunately, DEX in testnets such as BSC are non existent to test out trading taxes which will be prompted only in trading on dexes with liquidities.

so is there a thread or tutorial on which you can deploy your own local DEX via hardhat or live testnet?

This is not true. You can use pancakeswap testnet router

I assume this is the correct one on BSC testnet

Pancake Router :
0x9Ac64Cc6e4415144C455BD8E4837Fea55603e5c3

Which website can we interact with that? does it have any?

No that one is a forked version. This is the official v2 0xd99d1c33f9fc3444f8101754abc46c52416550d1