The website
This site sets no cookies and runs no analytics, tag manager, advertising pixel or session recording. Fonts and images are served from this domain. The web server keeps standard access logs, which include the requesting IP address, the page requested and the browser's user-agent string, for security and troubleshooting; they are not combined with anything else or sold. The ZIP lookup runs in your browser and sends nothing anywhere.
Phone calls
When you call one of the numbers, the call-tracking and routing provider records the calling number, the time, the duration and the line dialed, and may record the call, which you will be told at the start. That data is used to route the call, to confirm whether a call qualified for a referral fee and to resolve disputes. The contractor you are connected to receives your number and whatever you tell it, and its own privacy practices apply from that point. To ask about data held for a call, call the same line and ask for the routing provider's privacy contact.