ZumoPlayer do not store any data, so there is no posability of leaking your playlists to 3th partys.
Playlist is stored in cookies within your browser, and you can remove it at any moment by simple clearing your cookies.
Terms of usage
ZumoPlayer use YouTube as a source of content and has no responsibilities for it's legality and copyright.
If you notice any violation of copyright, legality, or content rules of YouTube, please report that to YouTube immediately.
YouTube policy rules
YouTube copyright rules
Policy and Safety rules