Is Microsoft Stealing Your Data? It's Complicated

I keep all options turned off. Nor do I sign into Windows with a Microsoft account. I also futz about in Group Policy and Regedit.
 
i'm pretty sure Cortana is the main culprit. for it to do all it wants to do it needs all that info. leaving cortana running is checking every box allowing every kind of data mining and then some. removing cortana is one of the best way to stop this after you've found and turned off all the duplicate sounding settings spread across the OS and web.