Yes, Zoom has a terrible privacy policy. I would recommend everyone drop it. Instead I use
https://meet.jit.si for meetings.
As far as mural/miro, I don't think there's anything that integrates easily with any video platform. Obviously a screen share is the quick & dirty method.
As an aside, I'm a freelance developer and can provide a custom solution for you. If you're interested in setting something up, DM me and we can connect. I imagine infusing an open source whiteboard collab tool with jitsi (which is also FOSS).