Do insurance companies have to have a non-disclosure agreement in place covering the data we send to the Tennessee Department of Revenue?

No, the state of Tennessee is receiving the data. State law (Tenn. Code Ann. Section 55-12-209) says that any information the Department of Revenue, or its agent, obtains from the program is for the sole use of the Department of Revenue, the Department of Safety, the Department of Commerce and Insurance, law enforcement, and the judiciary to use. It is not a public record, nor is it discoverable in the course of legal proceedings.