By design every website keeps data on you in their log files (/var/log/apache or /nginx). Wrt data, your data is send the moment you use Windows or a web browse

By design every website keeps data on you in their log files (/var/log/apache or /nginx). Wrt data, your data is send the moment you use Windows or a web browser (Telemetry). I highly doubt that data is kept securely. The cookie law in particular is very vague, nobody knows what to do with it. The law is being reviewed and will be updated.