I am pretty sure the answer is "no" or we'd hear about it, but wanted to double-check. Does Github Copilot even send any local code to the backend?
Ideally, I'd want an AI autocompletion tool to share proprietary code within an organization, and only there.
All calculations of GitHub Copilot happen on their Servers, none on your local machine. And if you don't disable telemetry as explained in their FAQ your interaction with Copilot (accepting/rejecting Suggestions) might be used to improve copilot, even tho they say your code will not be used. All this Information can be found in the FAQ: https://github.com/features/copilot (bottom of the page)
There are other competitors to Copilot that offer what you are looking for. Especially AI Learning on proprietary Code for your organization. But I won't disclose any names here since it could be seen as advertisement.