Uploaded videos are reviewed before publishing for your account. If you want to add videos without moderation review, an admin must turn off your videos auto-block.
The threats to privacy with YouTube are different from PeerTube's. In YouTube's case, the platform gathers a huge amount of your personal information (not only your IP) to analyze them and track you. Moreover, YouTube is owned by Google/Alphabet, a company that tracks you across many websites (via AdSense or Google Analytics).
You can import any URL <x id="START_LINK"/>supported by youtube-dl<x id="CLOSE_LINK"/> or URL that points to a media file. You should make sure you have diffusion rights over the content it points to, otherwise it could cause legal trouble to yourself and your instance.