DJI drones record telemetry data in subtitle format with the Video Caption option. Some drones (Mavic Mini, Phantom 4 Pro, Inspire 2) embed the subtitles in the video file. Use this tool to load the video file and extract the telemetry as a .SRT file. You can also try extracting subtitles from other video formats, but results are not guaranteed.
Once extracted you can visualize your telemetry, convert it to other formats (GPX, KML, CSV, JSON, GeoJSON...) or create overlays in After Effects with DJI Telemetry Overlay.
Your video will NOT be sent through the Internet.