Local vs API access for model and data privacy

I plan to fine-tune a model using an existing custom data set using peft/Lora.
do I need to keep the local copy of the adjusted weight for this fine-tuned model or hugging face will keep it under my account?
I also plan to use RAG with this fine-tuned model. This RAG is for new available data for which I have not refined the model

Also during training, does hugging face retain the custom data that I use for peft/lora training or as RAG? I dont want the custom data in the public space/data center and dont want it to leave my local machine.

Thanks

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