I have a Thinkpad x1 nano that I threw Linux on. Not sure if it counts since it came with Windows installed, but Thinkpads have historically done well with Linux support.

It’s tiny, super light, can’t upgrade any parts, has minimal ports and I love it

Actively watching and looking at my browsing info? Not really.

Saving all of my data and monitoring aggregate data for any alerts to abide by whatever legal nonsense? Absolutely.