As @2rs2ts said, Yes and yes.
When someone says, "Anything you tell me is in complete confidence", I would be very cautious about believing that. Maybe if the person is a psychiatrist or a minister that's true. Most anyone else, they're going to tell SOMEONE. They'll probably say, "This is a secret so don't tell anyone else, but ..." And each person who passes it on will tell the next person not to tell anyone else.
In the context of an exit interview, presumably the reason for asking is the hope that they can fix problems in the workplace. If an employee quits saying that he just couldn't get along with his boss, maybe the employee is at fault and maybe the boss is at fault and they probably give the boss the benefit of the doubt. But if ten employees quit all saying the same boss was impossible to work for, a smart company will figure out that that manager is causing a problem and try to do something about it. And how will they do that unless HR tells SOMEBODY about the problem.
If the HR guy talks to the boss and says, "During an exit interview some person that I of course can't name said that ...", well, if you're the only person to quit in the last six months, it won't be hard to guess who it was. Or even if the company is big enough or has big enough problems that many people are leaving, still, someone might guess who it was from the details. Like if the HR guy says, "Someone complained about A and B and C", others might notice that you were the only person who's quit lately who experience all three of those things. Etc.
Anyway, moral of the story: Be careful about what you say in an exit interview. Don't go into a screaming rant about how stupid your boss is and how screwed up the company is. You never know who will hear what you said. I have had a number of occasions where I've started a new job and found that someone I had worked with at a previous job was now there. I had one time that I worked for company A, left there on some rather bad terms, a few years later went to work for company B, and then company B bought out company A so now I worked with all those same people again! Fortunately for me I had very little contact with anyone I had actually known at A, but that could have been bad.
I know some people who take the policy that all they will say at an exit interview is "I found a better opportunity". I don't go that far but I limit myself to broad generalizations and I try to avoid complaining about any one individual. At my last exit interview I frankly think I blew it: I started out being very general and non-committal, but HR kept pushing for details and I finally gave in and started talking about the particular person I'd had problems with that were really the cause of my leaving. I regret doing that and I hope I don't do it again.