For a research project, I'm currently looking into open-source GitHub Copilot alternatives and monitoring options. As someone else already said, you can use the FauxPilot self-hosted backend. It works pretty well, but you have to host it yourself. You can use this backend with a frontend extension, such as the official GitHub Copilot plugin (with telemetry disabled) or with the FauxPilot VSCode extension. However, I found that the FauxPilot extension is very lackluster in terms of features compared to the official extension (On top of my head, it does not have any caching mechanism, nor does it cancels the requests already made if you continue typing (they just pile up), and does not have any sort of filter for the completions. All of these lead to way too many generations being requested from the model.

TL;DR : If you want to use the GitHub Copilot extension, without GitHub looking over your shoulder, you can use the FauxPilot backend and opt-out of the telemetry from VSCode/Copilot (I don't know which one needs to be disabled) (or do as I did for research purposes, and change the telemetry url in the source code to a localhost one).