Glyphex runs entirely in the browser and uploads nothing, but it does parse files you give it (resource pack zips, fonts, images) and compiles shader code.
If you find a security problem, please don't open a public issue. Report it privately through GitHub's "Report a vulnerability" option on the repository's Security tab, or contact @abhixdd.
Please include what you found and how to reproduce it. I'll reply as soon as I can.