jdsend has no server of its own and collects nothing. It does not track you, does not profile you, and sends no analytics anywhere.
What leaves your browser goes to one place only: https://api.jdownloader.org, the My.JDownloader relay operated by AppWork GmbH, the makers of JDownloader. It carries the links you choose to send and the options you set for them, end-to-end encrypted with keys only your own JDownloader shares. Your use of that relay is governed by AppWork's own privacy policy.
Signing in derives two keys from your e-mail and password; the keys are kept in the browser's extension storage and the password is discarded. They never leave your device except as the protocol's signatures, and they are removed when you sign out.
jdsend runs no code on the pages you visit and reads a page's address only when you ask it to send that page.