@PeleSpirit you can totally not record history, or delete it automatically every time you close the browser. Also, it isn't sent to anybody, except if you ask to sync it between browser, then it is encrypted, unreadable for anyoone but you and unshared. (Same for bookmarks sync.) You can totally erase bookmarks : open bookmark window, choose them, erase. I don't know how to erase them a automatically when the browser closes. That is because bookmarks are designed to keep between sessions.
@Daefsdeda @ace you can choose what kind of cookies to accept and reject in the extension's settings.