Good question. Thanks for posting to the Skyline support board.
From Mathias Wilhem of the Prosit Team:
"The request has to go through our internal servers which will "see" the peptide sequences submitted for prediction - obv since we would otherwise not be able to predict those - however, we do not store the requests made by Skyline, only the size of the package send to us is logged. There is no caching and no sharing of information with others. For Skyline, every request is handeled separately and thus no leackage is possible. The requests are not even stored on the HDDs since everything is processed in in real time in main memory only. IMHO, the Skyline/Prosit connection is safe to use for prorietary data and we do not store any relevant information.
"Just FYI: This is not the case for the Online Prosit interface, e.g. where you can upload csv files. Those get stored on our storage and enter a global queue thus may retain on our servers for a longer time."