The mentioned company above (Exacompta) also make some without BPS (they say "sans phenol"). No idea what they use instead, for all I know it could be worse ^^ but I think the made in France is encouraging, we tend to have safer norms than EU which itself tends to have safer norms than the world.
This thermal paper from Germany which another commenter mentioned upthread
claims "no BPA/BPS" and "phenol-free". (Hopefully that doesn't turn out to mean that they found something even worse to make it out of!)
> In January 2020, BPA was restricted from use in thermal paper, including tickets and receipts, across the EU (3). As a result, another bisphenol, Bisphenol-S (BPS), began to take its place. In fact, an ECHA survey estimated that 61% of all thermal paper would contain BPS as a substitute for BPA, despite concerns of BPS being equally as harmful (6). Fast forward three years and BPS is now recognised as “toxic to reproduction” and a hormone disruptor, and has been added to the EU’s candidate list for Substance of Very High Concern (SVHCs), a common first step on the road to restriction (7).