Where is Llamaindex data stored?


Just started reading about Llamaindex and ChatGPT to index my own private data. Lets say I index a few local documents, and use a ChatGPT query on this data. I have a few questions on data, mainly concerned if e.g. data contain sensotive information

  1. Is the indexed data from Llamaindex stored locally only? I assume yes
  2. When I perform a query, is this data transfered over the internet to ChatGPT? Or how else does it know how to analyse my data and generate a response?

Thank you!