Google hopes to make third-party cookies obsolete in the near future by introducing new standards like the Privacy Sandbox. As it does so, the company is also planning on removing support for them in its browser within the next two years.
Google is planning to gradually phase out the current implementation of user-agent strings, the metadata provided by the browser whenever you connect to a website. This includes information such as the browser you're using, your operating system, and more.
Microsoft can store your location, browsing history, location activity, Cortana queries, portions of Skype calls, and more. You can manage any data that the company stores, including deleting it entirely.
No laws were broken when Cambridge Analytica collected the data of 50 million Facebook users and used it to influence the election for president of the United States. There was no leak and no breach; just gross negligence — and that's terrifying.