Discord has very questionable privacy practices. For example discord records all the windows that you have currently open on your device, and sends this information to the server. Officially this is to detect streamable content, but why don't they detect this on the client side?
They also record all the messages you type in discord, even those you don't send. People got flagged by moderators because they typed something in, which they deleted before sending, but because every keystroke is recorded, the temporary message was reviewed and flagged by a moderator (This also means that accedentally pasting sensetive information into discord, means this information will be recoreded by the discord servers).
Aside from that Discord of course records all public and private messages, phone calls, files uploaded etc.
Personal recommendation, if you value your privacy, don't use discord