I also run a personal language model server, but that is far less capable than the models available as services. It can still be better than nothing for code O can't share with APIs.
I also use gpt.el a but for editor integration, but I honestly haven't workeded that into my workflow very much yet.
If you can trust Azure or AWS or GCP with your IP, you can get Claude 3 and GPT-4 Turbo through at least one of them
If your IP is so secret you can't do that, then I wouldn't imagine you'd be using the chat interface
You can self-host it so that data is only going to the model provider (i.e. OpenAI) and nowhere else, and it gives you fine-grained control of context, so you can pick and choose exactly which files you want to load in. It's not going to pull in anything in the background that you don't want uploaded.
There's a contributor working on integration with local models and making some progress, so that will likely be an option in the future as well, but for now it should at least be a pretty big improvement for you compared to the copy-paste heavy ChatGPT workflow.