Not an expert in this and someone can correct me or expand…
In the case of imgur or reddit, with embedded content like image previews or when following a link the destination site can know where you came from. Here a link that explains it better than I could.
In the case of Google, if you use chrome or search lemmy.world through Google and then click it from the search results, google knows
And if you don’t have any tracking protection via browser or extensions, there can be tracking using cookies for example.
Cloudflare is probably a false flag detected by this site
And in my particular case following your link it told me “No tracking detected on this site at present.” As seen in this image
You can do a local recording with zoom, you can have a meeting by yourself, share screen, and then position the camera where you want it, and record. when you finish the recording and the meeting, the file will be processed and saved on a local folder without doing anything else.
I consider that the easiest method.