I really do not think that this is possible, it is good to check all the documents that you been checking while leaving your data on Ledger website, but I would be surprised if Ledger leaved any space for people to pull a lawsuit against them over data hacking
Depends on French and EU law. They could very well be at fault for not storing this data in a secure environment, i.e. encrypted and offline. There is a new subreddit atr/ledgerwalletleak which is discussing lawsuits, and there are some responses from various lawyers pasted in there which seem like there may be a case.
I highly doubt that ledger live is sending data regarding your account in some central database, it would be of no use for them and highly risky for users,
And no one expected that Ledger were storing everyone's personal info in one big unencrypted, unprotected, and unsecured online database, and yet, here we are.
if they can, then they would be able to have access to your mnemonic phase or private key, prior to sending you device
Not required. All you need to do is open Ledger Live and details of your addresses could be sent to their servers.