Dedicated servers are worth it and if you dont know how, you can find someone to set it up for you pretty cheap. You can install on it whatever you want and what you said about teamweaver is actually known as remote desktop.
Most dedi servers wont come with desktop environment, but you can install it yourself and then set up remote desktop service. Its relatively easy, but maybe a little bit confusing if you dont know anything about terminal. But as i said, since its easy job, you can find someone on fiverr probably to do it for you for few bucks. Once its ready, you are good to go and you can access its screen and apps as if it was your own computer on front of you.
And yes, you dont share network, you dont share storage, cpu or anything, everything that you get, you get for yourself. If the port is 1Gbps you should get full speeds, while with seedboxes and vps machines, 1Gbps is shared port, meaning you and probably like 10 or so other users are on it, so you dont get full speed.