The only option that fully meets "doesn't see my data" is running a model locally. Ollama or LM Studio with one of the open-weight models runs fine on a decent laptop, and nothing leaves your machine. It's weaker than the big hosted ones for long research questions, but better than people expect for everyday stuff.

If you need hosted, the ones usually mentioned for privacy are Lumo (Proton, says it keeps no logs and encrypts saved chats), Duck.ai (DuckDuckGo proxies your requests to several models without your IP, free) and Le Chat by Mistral (EU, you can turn off training on your chats). None of them is end-to-end encrypted in the strict sense, because the model has to read your prompt to answer it. On the ethics part I'd check each company's ownership and investors yourself, that changes faster than any list.