How i can be sure that private keys not stored on centralized servers?
In addition to what the user above said, the servers that Electrum connects to are not made by the developer of the wallet (ThomasV), they are made by people from the bitcoin community so It wouldn't make sense If the developer will make the private keys sent to somebody else, those servers only know your addresses and nothing else.
When users enters private key it must to be send to bitcoin blockchain servers in encrypted format, how i can be sure that no one can see them, use packet sniffing, etc..?
Of course the keys you entered will be encrypted, that's a protocol. But let's be practical here, when it comes to online transactions many eyes are lurking and handling this is the job of Electrum's developer. We cannot deny that at some point a hacker might have unlocked a user's private key by decrypting. However, this is not a common scenario. Electrum may be safe for now, but i advice you to take precautions just to be safe. And if you are having doubts regarding Electrum's safety, you can always use hardware wallets. I think they are more secured.
I think it's safer to use Bitcoin core wallet because it connects directly to nodes.
Electrum servers are centralized.