Skype is owned by Microsoft and all its calls pass through MS servers. No one knows what MS does with the data it gathers.
Jami is a free open alternative with no servers at all, calls connect directly between users. It's very easy to use, and a good privacy-friendly replacement for Skype.
Their website is at:
You can follow Jami on the Fediverse at:
The app is available for all major platforms including Android, iOS, Windows, Mac and Linux.