At lot of people have looked at OneNote as a good alternative to Evernote, but their privacy statement is fairly opaque. There’s nothing terribly alarming in there, but the statement is mostly a bunch of boilerplate legalese.
If I was looking at alternatives, and I didn’t need a Windows client, only macOS and iOS clients, I’d seriously consider Bear. It’s gotten some very good reviews. And it uses CloudKit to sync data, so it’s all encrypted by default.
Another one I’d look at, if I only needed macOS support, is Quiver, which is billed as “a programmer’s notebook.” One of the issues I have with both Evernote and OneNote is that they’re not great for plain text, specifically program source code. But I really need something I can use on iOS and Windows, so a macOS-only program wouldn’t do me much good.