Some servers allow users to create own temporary channels and on some you can also get permanent rooms. But in most cases there are still groups on the server that have permission to interact, edit, move/mute users in your room, to secure against that there is serveral things you can do:
-Uncheck the checkbox "inherit permissions" under the permissions settings, which is enabled by default. When it is turned off, roles such as moderators if existing will no longer have their permissions they have on the general server in your room. You will then have to setup the permissions the way you like. Only exception are admins that have rights to edit permissions on the whole server (in the root channel), they can still enter your channel, but they have to edit it first in order to do so, so you can see when they do it.
-Exclude unwanted groups under the groups permissions. If you edit your room under the "groups" tab you can see what groups have inherited permissions in your room and if you don't want them, like moderators for example or even administrators, you can exclude that group, so they will have no permissions anymore in your room. Administrator with global editing rights will be able to remove that setup, but you will also see if they will do it.
-Add a permission @all and deny everything, this is also pretty save, since you block everyone from everything. You will then have to allow individual users to enter your room again or you have a pull room, where you pull them in from. As well as in the other solution global admins can still override this.
So overall you can setup everything as you want, except you cannot protect yourself from the ones with complete admin permissions on the server who are allowed to edit everything. But on the Duion.com mumble server for example this is only me and I respect if people want to be alone and not edit it.
But it is worth to try on some servers, sometimes you can troll less intelligent admins.