Is this a script to set up a cloud provider box as a VPN to tunnel your traffic through, or something else?

Outline is part of Jigsaw, which is a part of Google. Is it truly private?[0][1]

[0]: https://getoutline.org/faq/ under the "Outline Brand" section

[1]: https://github.com/Jigsaw-Code/?q=outline Jigsaw's Github with the Google affiliation.