Seconding (or thirding??) Peddie and Blair. Peddie has a well developed “Signature Experience” which allows students to deeply explore an interest of their choosing in their junior and senior years - similar to the Capstone experience at Mercersburg. It started with sciences but now includes any/every discipline. Blair has something similar that is being developed and unless things have changed significantly from 2 years ago, more limited in scope… but I could be wrong so worth exploring. Both are known for kind and supportive cultures. Both have lacrosse (not sure how competitive).
Good Luck!