How is this considered private? When you use OpenAI's embedding model then aren't you already sending data to OpenAI? This reads like Langchain implementation of "chat with your documents". Just that in this case instead of a standalone hosted chatbot, you do this from ChatGPT and can combine it with everything else ChatGPT might know.
The best thing to do is make your own Dockerfile to run Gaucamo locally. Putting it on gitlab too can help quench some of this cloud nonsense that keeps cropping up.