Custom documentations privacy

Hello Cursor team,
thanks for your exceptional product!
I am trying to use it for both my personal related projects and my work related projects, and I need more info about the privacy policy related to the custom Documentations.

Whenever we link a custom Docs to Cursor (as documented here), what happens with that data? Does Cursor process the URL locally on my machine or it will happen remotely?
In any case, is any data related to the linked Docs retained in some remote server or everything stays in my local machine?

Does the Privacy Mode (or any other) preferences affect anything about this?

Thanks

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