How? in what way? A car neither has cellular data nor has a fiber ethernet running through it. Does it collect data and relay it to a server whenever like a mobile phone is connected or a wifi network is connected or goes to a service center?
Allow me to introduce you to the Telematic Control unit, not to be confused with the transmission control unit. Funny how they named it so similarly, it’s almost like they want it to be difficult to identify.
Google your car make and model for a specific version. You might be able to physically remove it by searching for “tcu replacement / repair” etc.