Is it safe to sell it as it is?
I'm concerned by my hard drive and all private data I had there
Nope. Never sell any computer (or phone) without a complate wipe.
If the device is broken, remove the storage.
Is there a chance I could take off the hard drive (256GB SSD) and put it
into some kind of external case or adapter and use it as external hard drive?
and
If 2 is yes, for what exactly should I look?
Googling on "macbook pro 15 mid 2014 ssd upgrade" yields some pictures as well as shops selling this.
Picture what to look for:
In short, look for a mini PCI-e card(ish) with 28 connectors.
You can remove it from the laptop. Not sure how easy that is with your model. Some macs are not made to be trivially opened. But it can be done and it will remove all your data.
Can I recommend me such case?
Product recommendations are off-topic on Superuser.
But a quick search shows several very expensive upgrade kits like this.
Ignore the price, that is including a large shiny brand new SSD. But the fact that they offer an external USB case which fits the old drive means these devices do exist.