Are you talking about AdGuard for Windows (the standalone desktop app that can filter web browsers and applications) or the AdGuard browser extensions for Chrome/Firefox/Opera/Edge/Safari?
Regardless either way, yes, AdGuard is secure and can be trusted. The AG team doesn't sell anyone's data AT ALL, nor do they sell any type of whitelisting to ad providers in a "non-intrusive" ads list.
As for proof, some of our products (such as browser extension, AdGuard for iOS etc) are open source, it's easy to check that we indeed don't do anything bad with them. Other products (AG for Windows, AG for Android, AG for Mac) are not open source because we monetize them by selling licenses. I guess this fact can serve as an indirect proof — we don't need to sell users' data because we already make money off selling license keys. If anything, we made online privacy one of the cornerstones of the philosophy behind our products, and encourage our users to protect their privacy by any possible means (come to think of it, your question is a sign of that very same mindset — good for you to stay aware and not taking anything by faith).