- Electrum wasn't created yesterday, it has been around for a couple of years.
- it is open source so you either have to know programming (python mostly) and go through the code and compile it yourself. or trust others who have done it.
- also you can trust many other users who are using the wallet to report in case one of them lost anything because of what you assume.
When users enters private key it must to be send to bitcoin blockchain servers in encrypted format, how i can be sure no one can see them?
i think you are having trouble with the basics of bitcoin.
what you send to the "blockchain servers" which is called a node is your public key and that is safe because there is no way of finding private key from public key.