Are API costs incurred during development time only?

Or are API ongoing costs, even after training with own proprietary data?
What about security leakage during training with own proprietary data?
What else should I be asking, if I was not a noob and knew how to ask?

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Each API invocation incurs a cost based on the amount of data in the prompt, and the amount of data created. The specific cost per token varies based on which model you’re using. The price list is available on the developer site.

Each fine tuning job adds an additional one-time cost for the tuning run, and then the tuned model has a specific price for invocation as per above (also seen on the pricing page.)

OpenAI does not use data you submit in your fine tuning datasets or paid API invocations for their own training, which you can read more about in their terms of service page.

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Do we ever end up outright owning our fully tuned models, with ability to deploy them on our own infrastructures? Or do we keep paying forever?

Fine-tuned models (and everything else) is only available on OpenAI’s infrastructure. They don’t currently have anything available for download. Only exception is the Azure OpenAI service which provides the same functionality but on Azure.

Also see API Data Usage Policy and Azure OpenAI Data Policy

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There’s also this portal for more specific information related to access controls and certifications:

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