This add-on, by itself, never sends data outside the device.
The only data collected is URLs used to create the files that are then saved in your chosen location.

Permission breakdown
tabs ("Access browser tabs")
This permission is requested to get access to the URL you selected.
Where possible, the creation of files from tabs different than the current one is supported, therefore the tabs permission is used instead of activeTab.
This add-on never reads your full browser history.

downloads ("Download files and read and modify the browser's download history")
This permission is requested to be able to save the file in the user's preferred location and to ask the user what that location is.
The download history is never read or modified (except for the addition of the saved GoTo file)

contextMenus
This permission is requested to add "Create GoTo file" actions to the browser's context menu.