When you put the app full screen, other apps in full screen can share the screen - see https://support.apple.com/en-us/HT204948
For Klipped settings, please go to Settings app, then select Klipped.
The following settings are available:
Klipped app does not collect or transmit any personal information - the data you put in the app is stored within the app data store on your device.
Note: iOS users have the option to allow access to Siri for Search, Suggestions and Shortcuts, and Allow on Lock Screen. Siri may learn from and make suggestions based on how you use the app. These facilities are provided by Apple.
For more information see https://www.apple.com/privacy/approach-to-privacy/.