AI Chat System Setup and Security

I own a small custom home building company and need a private, secure place to use ChatGPT and Claude, with my conversations stored in a space I own. I’m not technical, so please explain things simply. Scope includes setting up Open WebUI on Elestio (US region), if this is the best option, connecting to OpenAI and Anthropic, enabling Mac and iPhone access with two-step login, automatic downloadable backups, helping request zero data retention from OpenAI and Anthropic, exporting my full ChatGPT Business and Claude history into a searchable archive I own, loading my most important past conversations into the new system, and providing a short video walkthrough and one-page guide. All accounts must be in my name, with my email and payment. I keep all passwords and ownership; no access retained after completion. Confidentiality agreement required; delete all copies of my data when finished. I am open to suggestions if there is a better setup. Like I said, I am just going off of what I have heard based on research I have done. I simply want my Claud and OpenAi content not on their servers. My thinking is that if I move my content to a lesser known cloud server, then possibly the hacking risk is less.