I have found https://www.collimator.ai/ as a very useful tool to learn and try out control theory concepts. I am a software systems engineer with limited understanding of control systems. But watching Brian Douglas's videos on youtube and then following along by building simple examples in Collimator and simulating them started to give me a better sense of the tutorials. Good luck! Brian's stuff is great :)
Segment has done an awesome job of building a great product but it is impossible to be provably secure and private given that they host all the data. Rudder can avoid situations such as the Segment Security incident that happened recently. https://segment.com/security/bulletins/incident090519/