The application uses screen recording for creating a realistic "boundary break" experience on your Mac and providing running applications previews. No screenshots will be saved anywhere: every frame captured will totally dissolve at the end of the process. No kind of data will be shared with third-party services and saved on your drive.
The screen recording data will be stored temporarily in RAM until it is replaced by a more recent screenshot, and the app preview is taken through the screen recording. The screen recording will be no saved persistently in every case, nor sent through the network.