This setting is now under Windows Settings>Update & security.
App Diagnostics (Privacy)
This is a new privacy settings category.
Location (Privacy)
This has been cleaned up and Default location is replacing General location that is present in CB builds.
General (Privacy)
This list of general privacy options has been cut in half because some of these have been incorporated into other privacy settings areas or general settings.
Speech, Inking, and Typing (Privacy)
The explainer here is much more detailed than it is in the CB release of Windows 10.
Tasks (Privacy)
This is an entirely new category of privacy settings.
Colors (Personalization)
All transparency options are now under one toggle switch and the layout of the More optionshas been cleaned up compared to CB.
USB (Devices)
There is a new option under USB to turn those devices off to save battery when the screen is off on the device.