Looks interesting, but I don't really want my code to go via some unknown company. As far as I can tell in "Privacy Mode" code still goes via their servers, they just promise not to store anything (with the caveat that OpenAI retain stuff for 30d).
You could use something like Little Snitch (on Mac) to check if it makes any calls to their servers.
They also allow you to override the URL for the OpenAI models, so although I haven't tried, perhaps you can use local models on your own machine.
> Even if you use your API key, your requests will still go through our backend!
> That's where we do our final prompt building.