I'm using Mistral OpenOrca and GPT4ALL who claim privacy. I opted out from sharing my conversations for privacy reasons but don't think this is actually true. See my conversation in the picture attached. Any feedback is appreciated and would like to hear from other people.
Though HF models can contain code to be executed, this is usually heavily scrutinized by the community. Plus, not all models are equally flexible.
For example the GGUF format are essentially all weights with no executable code. That said, it isn't impossible that there is some exploit that results in remote code execution, so the risk isn't 0.
That said, it is important to consider though that the people releasing these models, be it the original authors or The Bloke who quantizes models risk their grants and research funding if they decide to act malicously.
That's up to GPT4All, which is essentially just a wrapper around llama.cpp, you are conflating a Local LLM with the frontend used to interact with it.