Supposedly EU data is stored in a Netherlands DC but it may still violate the law.

For sure the Tesla recording while parked feature is illegal. I dont know why nothing is done about it. Probably just slow moving government. Especially now in Switzerland with the new privacy law. Private survalance of public grounds is illegal. Survalance of private property requires posting a clear sign of such including data retention, where data is stores and contact information.

It does, but in most cases how can you prove that the car record and send such information to the OEM and others? Most new cars offer some kind of audio interfaces, so they NORMALLY listen to you, some also have various "security features" to monitor driver attention that demand video. Can you prove in a closed source system that such information does not goes beyond the car itself?

Until we properly fund the data protection agencies not much can be investigated and thus enforced. Also enforcement starts mostly with ‘please don’t do that’…