If the drone cannot connect to a wireless network (unless it is an open network), it could not send data that way.
Maybe during a firmware update they could send data back? These use memory cards, correct? One thing would be to remove the memory card prior to a firmware update?
If the drone includes a link to a smartphone or tablet for control or to see the camera take, the smartphone or tablet app *can* do the relaying using the built in cell radio.
Yes, mine uses a memory card for the video. I’m not tech savvy enough to know the answers to your other points.
I have had 2 firmware updates in the 3 years I’ve had the DJI Mavic Mini. Both times I removed the card, not because I was worried about sending data to DJI, DJI gave me the choice to opt out of self reporting, but I was worried I might lose any photos on the card, LOL.
It would be interesting to know for sure if their opting out actually works like advertised.