For compute, during the autonomy day video they mention they use their own clusters, because they've designed their own "full self driving computer" with a custom set of neural network accelerator ASICs. So to do test runs on their own driving computers, of course, they need to build their own machine clusters.
Custom built clusters can be much cheaper than the cloud anyway.
For storage, they say they actually pull data on demand from the fleet. They have NNs that can detect similar-looking stuff to input samples, so if they want more videos of construction sites they just ask the fleet to send them more videos of construction sites. Actual storage of all video isn't required except for their test suites.
