It looks like you are not the only one looking to run HSDS outside of docker, this thread is also looking for this: How do I solve this HSDS S3 error?.
I haven’t been running HSDS outside of docker/kubernetes myself - I’ll take a look and get back to you.
Re: the testall error, there are a bunch of package dependencies that don’t matter that much when running from docker images, but you’ll need if running without docker. See: https://github.com/HDFGroup/hdf-docker/blob/master/python38/Dockerfile (this is the base image for the hsds image). These should be getting pulled in by https://github.com/HDFGroup/hsds/blob/master/setup.py, so I’m surprised you are getting an aiohttp not found error.