Must I share my transcripts with my supervisor?
I think there are two questions here: 1) if you need to share your data with your supervisor and 2) what happens if they use it in their own research.

To question #1: The answer to this is yes as they are in a supervisory role and part of their job is to help guide you in your development as a scientist. This is also not an unusual request in my experience. Keeping data secret from your PhD supervisor would also complicated possible publication of said data in a peer reviewed journal. The usual standard around publication ethics hold that all authors are responsible for the entirety of the manuscript and in order for them to bear that responsibility they have access to whatever part they want to see: https://www.etikkom.no/en/library/topics/authorship-and-co-authorship/authorship-and-co-authorship-in-medical-and-health-research/

That said if your supervisor is absolutely not involved in your project and would not be a co-author on any publication or you don't trust your supervisor to act in a fair way then I think that there is a larger issue that is beyond the ability of strangers on the internet to give you advice on. My recommendation would be to go talk to your supervisor about this situation and if you are uncomfortable doing that then I would recommend you seek out someone who you can trust in your department/at your university and try to explore your options.

2) It is not uncommon for data to be reused in different publications. In the extreme example the entire concept of a meta-analysis is reanalyzing existing publications. So having your supervisor use your data for a different analysis/research project is normal. That being said they need to cite your publication as the source for the data and if you significantly contribute to their research then they should add you as a coauthor. If they fail to cite your publication/thesis as the source of the data then they are engaging in misconduct.