Depends on what you're trying to get it to do. There are plenty of offline models that can run through code, but their effectiveness is only as good as their training.
The entire functional nature of code-aware AI models requires large amounts of data to be trained on, so it's own existence is not privacy friendly, technically.
Maybe have a run through LM Studio and try a bunch of different things out
I have to do some Lua scripts, and I don't know the syntax very well, so I was looking for a tool that could help me with some code suggestions until I get more used to Lua.
Then, you have a great point regarding the need of large amounts of data to work. In that sense, likely non of them respect privacy during their development.
My question was more about privacy regarding user data and the prompts you use. I believe that running something locally like ollama (as others suggested) is the best option for what I'm trying to achieve, which is simple feedback about the code.