When it comes to modified versions of Windows, you should always be aware of which modifications have been made for which purposes. 
Due to the closed source code and the monolithic kernel of Windows, it may be impossible for you as a user to know exactly what changes have been made, 
so in terms of your requirement to protect your privacy, you will have to trust the developers to protect your privacy just as you would with an official Microsoft Windows version. 

Regarding debloating tools, you should also be absolutely clear about what software you are running on your computer. A lot of malware is distributed under the term **Windows Debloater**, but there are some open source scripts with Windows debloating functions on Github that can be considered more trustworthy. Often, bloatware or spyware is advertised with the promise of more privacy. 

In any case, it is preferable to make the changes to your operating system yourself under the premise that you know exactly what you are doing.
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