Hi Janga,
Providing your own cloud is not a service we offer at this time. I can't say for certain, but it's unlikely we'll ever offer this.
You mentioned you have a 'client' so I'm assuming you're part of a consulting firm. I understand it's difficult if the client has set private cloud as their requirement, but that doesn't always lead to the best security. Cloud vendors spend billions on their security each year and hire the best talent in the world and can respond very quickly to new threats. We have many three letter acronym government agencies using Databricks across our various clouds who are confident in our security.
It might be worth looking at the specific security concerns and addressing those, regardless of whether you go with Databricks or not. If you do continue down this route, we have a very thorough security & trust centre which will be able to answer many of your questions.
Holly