With physical products that you connect to your network (eg. IoT devices such as smart light and other things) you can usually check dns requests. If you have something like pi-hole or Adguard installed, dns requests will be directed those and you can check your logs. You should of course block any other dns request in your firewall so hardcoded dns won’t work.

If you use a website it is hard (or impossible) to know if your data is secure and private.