A helpful way to think of LN: (what I'm writing is not technically how LN works, but I'm explaining it in this way to help you understand the implication to your question).

Imagine we wanted to come up with an off-chain way to move bitcoin. One method would be.

Obviously this scheme would never work in practice, but conceptually this is sorta how LN works (not really but its in the general ballpark).

When you "lock" funds into LN from onchain, you are creating a special multi-sig transaction. Then you can do offchain transactions with that special wallet...when closing that wallet to get your funds back onchain, some cryptographic magic happens so the close transaction holds whatever the funds of the last balance state were.

So the TLDR is, as long as the underlying wallet is non-custodial (ie. you hold the keys), then your LN transactions are also non-custodial. The 'greenlight' service of Blockstream is the server that is hosting the LN (ie. offline) portion, doing liquidity management, keeping last state, etc. However technically at any time you can force a channel close from mainnet and retrieve your funds. No funds on Blockstreams servers can be moved or accessed without your private key.