I have a Blog that runs on the Blogspot platform. I plan to make this blog a bit professional. Is there any method to transfer this Blogspot blog to a self-hosted web server?

Blogger does not support self-hosted blogs. They did it in the past, but no more. You might try a custom domain for your Blogspot blog instead of looking for self-hosting.

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I have a custom domain name in mind. However, I am afraid of the data safety if I continue using the Blogspot hosting space. Blogger may delete a blog at any time without warning.

So, I believe it is important to use a hosting space outside the Blogspot space. That is why I asked the question of whether I could move the Blogspot blog to a self hosted space.