Pretty easy to see in the code that it is not sending any of that to OpenAI. It's only sending the prompt, OS info, and shell type:

https://github.com/searchableguy/whiz/blob/main/src/commands...

https://github.com/searchableguy/whiz/blob/main/src/completi...

That said, OP, it's perhaps worth making this extremely clear in the README as it's a reasonable concern.