Hey @levijesica
There is no way to make the media private at the moment.
The only way to do that is to create a proxy that will replicate our media and secure it with your own specification.
Nothing that we can do at the moment; I will still track this as a feature request.
If you're worried about old PDF files being indexed by Google, we've actually partially solved this a while ago. You can learn more about this here:
Also, If you need to remove a file you've added to your Media Library, you can send it to us in a private dm, and we can permanently delete it for you.