Are Chinese phones less safe than others? I'm on budget and want a fully fledged smartphone. I'm OK with Apple as I know they tend to not share my usage data.
But Apple is too expensive.
So I need to buy Android and most of the manufacturers are South Korean - LG HTC Samsung, but they're smartphines are too expensive too.

So I'm thinking Xiaiomi, lenovo, Huawei, Oneplus.
Will they be sharing my usage data with the Chinese government and any company that will pay them well??
Not likely... at least not that we have seen so far. This isn't to say it's impossible, but unless those companies become owned by the government the chances this would happen are near zero, the damage such a practice would induce on their business would be astronomical and probably cause the company to go out of business. Who would buy a phone from a company that knowingly shares private information with the government covertly? No one would.

That being said, there are lots of reasonably priced smartphones out there, do your research and I am sure you will be happy with an investment far less than an Apple device.