If you have a custom DNS, be sure to block all the relay domains they use and block the respective ports from external access. Even if you disable the settings to avoid relays, they don't acknowledge them and continue to try and phone home somewhere. Just checked the latest version on my phone, which has no relay setting configured, before commenting on this and sure enough, still true. Just logged an entry to rs-ny.rustdesk.com on my DNS, which of course was blocked. Desktop app has an option to disable them if I recall, but it never worked for me.
That out of the way, it is a very good local network software for remote access. Way faster than the alternatives I've tried.