Is there any privacy statement of the embassy, to find out whether or not they send this information?
Since all visas (‘uniform visa’) are entered into the VIS system and Article 3(3) excludes making such information to a 3d countries available, you may assume that the application and it's result is not shared with any other country that does not participate in the VIS system.
Exceptions exist for the 'prevention and detection of terrorist offences'.
Visa Information System (VIS)
Article 3
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3. Data obtained from the VIS pursuant to the Decision referred to in paragraph 2 shall not be transferred or made available to a third country or to an international organisation. ...
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