Thanks for your question! Regarding to draw.io's co-founder David Benson, there's absolutly no reason to be concerned about data privacy, when using draw.io. There`s a very informative thread in the Atlassian support forums, that verify the methods how diagrams are saved and how communication between client and the confluence instances work. The essence of the thread:
> Diagrams are stored as attachments on the Confluence Cloud instance, we don't persist anything. The diagram data goes direct between the client and Confluence on save/load, it doesn't pass through our servers.
Feel free to read the full thread, following this link: